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Estimating features of a distribution from binomial data

Author

Listed:
  • Arthur Lewbel

    (Institute for Fiscal Studies and Boston College)

  • Oliver Linton

    (Institute for Fiscal Studies and University of Cambridge)

  • Daniel McFadden

    (Institute for Fiscal Studies and University of California, Berkeley)

Abstract

A statistical problem that arises in several fields is that of estimating the features of an unknown distribution, which may be conditioned on covariates, using a sample of binomial observations on whether draws from this distribution exceed threshold levels set by experimental design. One application is destructive duration analysis, where the process is censored at an observation test time. Another is referendum contingent valuation in resource economics, where one is interested in features of the distribution of values placed by consumers on a public good such as endangered species. Sample consumers are asked whether they would vote for a referendum that would provide the good at a cost specied by experimental design. This paper provides estimators for moments and quantiles of the unknown distribution in this problem.

Suggested Citation

  • Arthur Lewbel & Oliver Linton & Daniel McFadden, 2001. "Estimating features of a distribution from binomial data," CeMMAP working papers CWP07/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Handle: RePEc:ifs:cemmap:07/01
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    File URL: http://cemmap.ifs.org.uk/wps/cwp0107.pdf
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
    • H41 - Public Economics - - Publicly Provided Goods - - - Public Goods

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