Corpus ID: 85459713

Verifying the existence of maximum likelihood estimates for generalized linear models.

@article{Correia2019VerifyingTE,
  title={Verifying the existence of maximum likelihood estimates for generalized linear models.},
  author={S. Correia and Paulo Guimar{\~a}es and Thomas Zylkin},
  journal={arXiv: Econometrics},
  year={2019}
}
  • S. Correia, Paulo Guimarães, Thomas Zylkin
  • Published 2019
  • Computer Science, Economics
  • arXiv: Econometrics
  • A fundamental problem with nonlinear estimation models is that estimates are not guaranteed to exist. However, while non-existence is a well-studied issue for binary choice models, it presents significant challenges for other models as well and is not as well understood in more general settings. These challenges are only magnified for models that feature many fixed effects and other high-dimensional parameters. We address the current ambiguity surrounding this topic by studying the conditions… CONTINUE READING
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