Estimation of generalised regression models by the grouping method
Nawata [8-10] proposed a new estimator for the standard regression, censored regression, and binary choice models, based on grouping of observations. This paper shows that Nawata's grouping method can be generalised to various types of estimation problems and represents a new class of estimation methods.
generalised regression model grouping semi-parametric estimation least absolute deviations estimator maximum likelihood estimator