Median regression for ordered discrete response

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16 Citations (Scopus)

Abstract

We introduce a semiparametric median regression approach to ordered discrete responses, generalizing the maximum score estimation of Manski (1985) for binary response. The identification and a.s. consistency are proved. We assume that there exists a latent continuous variable, and several variations of the median regression approach depending on the restriction on the thresholds for the latent variable are examined. For some cases, bounds for the scale are derived. We also derive bounds for the finite sample breakdown point of the median regression method to show its robustness.

Original languageEnglish
Pages (from-to)59-77
Number of pages19
JournalJournal of Econometrics
Volume51
Issue number1-2
Publication statusPublished - 1992 Jan 1
Externally publishedYes

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Median Regression
Latent Variables
Semiparametric Regression
Breakdown Point
Binary Response
Continuous Variables
Robustness
Restriction
Median

ASJC Scopus subject areas

  • Statistics and Probability
  • Finance
  • Economics and Econometrics

Cite this

Median regression for ordered discrete response. / Lee, Myoung-jae.

In: Journal of Econometrics, Vol. 51, No. 1-2, 01.01.1992, p. 59-77.

Research output: Contribution to journalArticle

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