Semiparametric single index versus fixed link function modelling
半参数单指标建模与固定连接函数建模的比较
Discrete choice models are frequently used in statistical and econometric practice. Standard models such as logit models are based on exact knowledge of the form of the link and linear index function. Semiparametric models avoid possible misspecification but often introduce a computational burden especially when optimization over nonparametric and parametric components are to be done iteratively. It is therefore interesting to decide between approaches. Here we propose a…