Point estimation in quantal response models
Universität Heidelberg Sonderforschungsbereich 123, Stochastische Mathematische Modelle Im Neuenheimer Feld 294 D-6900 Heidelberg 1.
Now at University of Heidelberg.
Abstract
In this article least-squares- and maximum-likelihood-estimators in quantal response models are presented in a standardized terminology. The large sample properties are derived and the convergence properties of the Newton-Raphson- and the Scoring-method for the iterative solution of the likelihood equations are investigated. Finally, it is shown that the iterative least-squares estimation methods are equivalent to the method of scoring.