Abstract
This paper is concerned with the estimation of the model MED( y| x) = xβ from a random sample of observations on (sgn y, x). Manski (1975) introduced the maximum score estimator of the normalized parameter vector β ∗ = β/∦β∦ . In the present paper, strong consistency is proved. It is also proved that the maximum score estimate lies outside any fixed neighborhood of β ∗ with probability that goes to zero at exponential rate.
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