Abstract
The generalized logit model of nominal type with random regressors is studied for bootstrapping. We assess the accuracy of some estimators for our generalized logit model, using a Monte Carlo simulation. That is, we study the finite sample properties containing the consistency and asymptotic normality of the maximum likelihood estimators. Also, we compare Newton Raphson algorithm with BHHH algorithm.
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Kim, P.K., Kim, J.H. & Cho, J.J. Small sample properties of generalized logit model estimators with bootstrap. Korean J. Com. & Appl. Math. 3, 253–263 (1996). https://doi.org/10.1007/BF03008906
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DOI: https://doi.org/10.1007/BF03008906