## Berkson’s Minimum Chi-Square Method

There are many variations of the minimum chi-square (MIN x1) method, one of which is Berkson’s method. For example, the feasible generalized least squares (FGLS) estimator defined in Section 6.2 is a MIN x2 estimator. Another example is the Barankin-Gurland estimator mentioned in Section 4.2.4. A common feature of these estimators is that the minimand evaluated at the estimator is asymptotically distributed as chi-square, from which the name is derived.

The MIN x2 method in the context of the QR model was first proposed by Berkson (1944) for the logit model but can be used for any QR model...

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