Estimation and Inference on Semiparametric Odds Ratio Model

This chapter studies the estimation and inference approaches based on the likelihoods for the semiparametric odds ratio model. The likelihoods under consideration include the conditional likelihood, pseudo-likelihood, and the semiparametric likelihood. Consistency and asymptotic normality of the maximum likelihood estimators are discussed. Computational algorithms for finding various maximum likelihood estimators are also studied.