Published October 10, 2017
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Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
Abstract
The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator.
Additional Information
This work was supported by National Science Foundation Grant SES79-13976 at the Institute for Mathematical Studies in the Social Sciences, Stanford University. While this paper was being completed, the first author was a Sherman Fairchild Distinguished Scholar at the California Institute of Technology and a Visiting Scholar at the Center for Advanced Study in the Behavioral Sciences. Published as Anderson, Theodore W., Naoto Kunitomo, and Takamitsu Sawa. "Evaluation of the distribution function of the limited information maximum likelihood estimator." Econometrica: Journal of the Econometric Society (1982): 1009-1027.Attached Files
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Additional details
- Eprint ID
- 82238
- Resolver ID
- CaltechAUTHORS:20171009-155524291
- SES79-13976
- NSF
- Stanford Institute for Mathematical Studies in the Social Sciences
- Created
-
2017-10-10Created from EPrint's datestamp field
- Updated
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2019-10-03Created from EPrint's last_modified field
- Caltech groups
- Social Science Working Papers
- Series Name
- Social Science Working Paper
- Series Volume or Issue Number
- 338