Improving the Efficiency of Probit Estimators
通过利用连续辅助变量数据，提高Probit模型系数估计的效率，并展示效率提升的计算结果。该方法通过一个简单的两步程序实现完全有效的最大似然估计，且额外假设可检验。
The efficiency with which coefficients in probit models are estimated is improved by exploiting data on continuous ancillary variates.In this paper the resulting gains in efficiency are examined and illustrative calculations are provided.Extra precision is achieved at the cost of making an extra assumption but this assumption can be tested.It is shown that fully efficient maximum likelihood estimation of the probit model with a continuous ancillary variate can be achieved by a simple two step procedure involving an ordinary least squares and a probit estimation.