Distance Functions and Regular Best Asymptotically Normal Estimates

Abstract

Among the methods of obtaining satisfactory parameter estimates are maximum likelihood, minimum chi-square, minimum "reduced" chi-square, etc. This paper presents a generalization of the minimum chi-square method which yields regular best asymptotically normal (RBAN) estimates and which is often very simple to apply. It is shown that the least squares expressions associated with the logit and probit transformations are a type which lead to RBAN estimates.