arrow
返回

Predicting binary outcomes

delete2013-05-01
delete30
PRE
AI
E
Elliott, Graham
L
Lieli, Robert P. *
DOI:10.1016/j.jeconom.2013.01.003delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
We address the issue of using a set of covariates to categorize or predict a binary outcome. This is a common problem in many disciplines including economics. In the context of a prespecified utility (or cost) function we examine the construction of forecasts suggesting an extension of the Manski (1975, 1985) maximum score approach. We provide analytical properties of the method and compare it to more common approaches such as forecasts or classifications based on conditional probability models. Large gains over existing methods can be attained when models are misspecified. (C) 2013 Elsevier B.V. All rights reserved.
Keyword:
MAXIMUM SCORE ESTIMATOR
UNIFORM-CONVERGENCE
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Journal of Econometrics 封面图
Journal of Econometrics
IF:
4
论文数:
5.2K
被引数:
3.0W

机构

University of California System 封面图
University of California System
学者数:
37.5W
论文数: 33.7W
被引数: 6.6K
U
University of California San Diego
学者数:
4.6W
论文数: 3.5W
被引数: 924
引用论文

引用论文

err分享
err收藏
err分享
err收藏
err分享
err收藏
学者 查看更多内容