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| Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models | |
 Abstract
Classical parametric estimation methods applied to nonlinear regression and limited-dependent-variable models are very sensitive to misspecification and data errors. This sensitivity is addressed by the theory of robust Statistics
which builds upon parametric specification, but provides methodology for designing misspecification-proof estimators by allowing for various
Authors:
Pavel CIZEK
(2002)
Download locations
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
http://ideas.repec.org/p/wpa/wuwpem/0203003.html
Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
http://ideas.repec.org/p/cer/papers/wp189.html
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