Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...

Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision-making. In both traditional ...

Tests of hypotheses about finite-dimensional parameters in a semi-parametric model are studied from Pitman's moving alternative (or local) approach using Le Cam's local asymptotic normality concept.

This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is based on cyclic ...