Document Zbl 1490.62414

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Rev.</a> <a href="/?q=in%3A477975" title="Articles in this Issue">38, No. 6, 679-694 (2019)</a>. </div> <div class="abstract">Summary: In this paper, we propose a new estimation method for binary quantile regression and variable selection which can be implemented by an iteratively reweighted least square approach. In contrast to existing approaches, this method is computationally simple, guaranteed to converge to a unique solution and implemented with standard software packages. We demonstrate our methods using Monte Carlo experiments and then we apply the proposed method to the widely used work trip mode choice dataset. The results indicate that the proposed estimators work well in finite samples.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A7484485">Cited in <strong>2</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62P20" title="MSC2020">62P20</a> </td> <td class="space"> Applications of statistics to economics </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62G08" title="MSC2020">62G08</a> </td> <td class="space"> Nonparametric regression and quantile regression </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62J07" title="MSC2020">62J07</a> </td> <td class="space"> Ridge regression; shrinkage estimators (Lasso) </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Aadaptive+Lasso">adaptive Lasso</a>; <a href="/?q=ut%3Abinary+regression">binary regression</a>; <a href="/?q=ut%3Aiteratively+reweighted+least+squares">iteratively reweighted least squares</a>; <a href="/?q=ut%3Aquantile+regression">quantile regression</a>; <a href="/?q=ut%3Asmoothed+maximum+score+estimator">smoothed maximum score estimator</a>; <a href="/?q=ut%3Avariable+selection">variable selection</a>; <a href="/?q=ut%3Awork+trip+mode+choice">work trip mode choice</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1490.62414" data-ciurl="/ci/07484485" data-biburl="/bibtex/07484485.bib" data-amsurl="/amsrefs/07484485.bib" data-xmlurl="/xml/07484485.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07484485.pdf" title="Zbl 1490.62414 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/07474938.2017.1417701" aria-label="DOI for “Binary quantile regression and variable selection: a new approach”" title="10.1080/07474938.2017.1417701">DOI</a> <a class="btn btn-default btn-xs" type="button" href="http://bura.brunel.ac.uk/handle/2438/17162" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Abrevaya, J.; Huang, J., On the bootstrap of the maximum score estimator, Econometrica, 73, 4, 1175-1204 (2005) · <a href="/1152.62337" class="nowrap">Zbl 1152.62337</a></td> </tr><tr> <td>[2]</td> <td class="space">Amemiya, T., Advanced Econometrics (1985), Harvard University Press</td> </tr><tr> <td>[3]</td> <td class="space">Benoit, D. 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Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. 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