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Shift Restrictions and Semiparametric Estimation in Ordered Response Models

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Author Info
Roger W. Klein () (Dept. of Economics, New Jersey Hall, 75 Hamilton St., Rutgers University, New Brunswick, NJ 08901, U.S.A.)
Robert P. Sherman () (Div. of Humanities and Social Sciences 227-88, California Institute of Technology, Pasadena, CA 91125, U.S.A.)
Abstract

We develop a √"n"-consistent and asymptotically normal estimator of the parameters (regression coefficients and threshold points) of a semiparametric ordered response model under the assumption of independence of errors and regressors. The independence assumption implies shift restrictions allowing identification of threshold points up to location and scale. The estimator is useful in various applications, particularly in new product demand forecasting from survey data subject to systematic misreporting. We apply the estimator to assess exaggeration bias in survey data on demand for a new telecommunications service. Copyright The Econometric Society 2002.

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 70 (2002)
Issue (Month): 2 (March)
Pages: 663-691
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Handle: RePEc:ecm:emetrp:v:70:y:2002:i:2:p:663-691

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  1. Jürgen Maurer, 2007. "Socioeconomic and Health Determinants of Health Care Utilization Among Elderly Europeans: A Semiparametric Assessment of Equity, Intensity and Responsiveness for Ten European Countries," MEA discussion paper series 07144, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
  2. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  3. Christian N. Brinch, 2008. "Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations," Discussion Papers 539, Research Department of Statistics Norway. [Downloadable!]
  4. Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008. [Downloadable!]
  5. Melanie Lührmann & Jürgen Maurer, 2008. "Who wears the trousers? A semiparametric analysis of decision power in couples," MEA discussion paper series 08168, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
    Other versions:
  6. Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003. [Downloadable!]
  7. Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  8. Prieger, James, 2004. "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers 04-4, University of California at Davis, Department of Economics. [Downloadable!]
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