Distributed Estimation and Inference for Semi-parametric Binary Response Models

arXiv:2210.08393v3 Announce Type: replace-cross
Abstract: The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper studies the maximum score estimator of a semi-parametric binary choice model under a distributed computing environment without pre-specifying the noise distribution. An intuitive divide-and-conquer estimator is computationally expensive and restricted by a non-regular constraint on the number of machines, due to the highly non-smooth nature of the objective function. We …

abstract arxiv binary challenges collection computing data data collection development distributed distributed computing distribution environment estimator inference math.st modern noise paper parametric statistical stat.ml stat.th studies technology type