Parametric links for binary choice models: A Fisherian-Bayesian colloquy

By Roger W. Koenker, Jungmo Yoon. 2009

113 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/781191012cd0868a1d855ed469bd8f3d7a153565

Citations in the corpus

• Inference on counterfactual distributions (2009, unknown): “Other useful link functions include the logit, probit, linear, log-log, and Gosset functions (see Koenker and Yoon, 2009, for the latter).”
• Alternative Estimating and Testing Empirical Strategies for Fractional Regression Models (2011, unknown): “…work and the second the version automatically calculated by the package STATA in linear models; (ii) a goodness-of-link test (GOL), either that of Koenker and Yoon (2009) for cauchit models or that of Stukel (1988) for logit, probit and loglog models; (iii) the two tests for the…”
• Propensity score matching and variations on the balancing test (2011, unknown): “Recently, Koenker and Yoon (2009) emphasize the importance of the link function in binary choice models.”