An Efficient Method Of Moments Estimator For Discrete Choice Models With Choice-Based Sampling
AbstractIn this paper, a new estimator is proposed for discrete choice models with choice-based sampling. The estimator is efficient and can incorporate information on the marginal choice probabilities in a straightforward manner and for that case leads to a procedure that is computationally and intuitively more appealing than the estimators that have been proposed before. The idea is to start with a flexible parametrization of the distribution of the explanatory variables and then rewrite the estimator to remove dependence on these parametric assumptions. Copyright 1992 by The Econometric Society.
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Bibliographic InfoPaper provided by Harvard - Institute of Economic Research in its series Harvard Institute of Economic Research Working Papers with number 1546.
Length: 27 pages
Date of creation: 1991
Date of revision:
information ; econometrics ; probability;
Other versions of this item:
- Imbens, Guido W, 1992. "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling," Econometrica, Econometric Society, vol. 60(5), pages 1187-214, September.
- Imbens, G.W., 1990. "An Efficient Method Of Moments Estimator For Descrete Choice Models With Choice-Based Sampling," Papers 9009, Tilburg - Center for Economic Research.
- Imbens, G., 1990. "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling," Discussion Paper 1990-9, Tilburg University, Center for Economic Research.
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