Missing values are endemic in the data sets available to econometricians. This paper suggests a unified likelihood-based approach to deal with several nonignorable missing data problems for discrete choice models. Our concern is when either the dependent variable is unobserved or situations when both dependent variable and covariates are missing for some sampling units. These cases are also considered when a supplementary random sample of observations on all covariates is available. A unified treatment of these various sampling structures is presented using a formulation of the nonresponse problems as a modification of choice-based sampling. Extensions appropriate for nonresponse are detailed of Imbens’ (1992) effcient generalized method of moments (GMM) estimator for choice-based samples. Simulation evidence reveals very promising results for the various GMM estimators proposed in this paper.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number
CWP07/03.
Length: 50 pp. Date of creation: Jul 2003 Date of revision: Handle: RePEc:ifs:cemmap:07/03
Contact details of provider: Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE Phone: (+44) 020 7291 4800 Fax: (+44) 020 7323 4780 Email: Web page: http://cemmap.ifs.org.uk
Order Information: Postal: The Institute for Fiscal Studies 7 Ridgmount Street LONDON WC1E 7AE Email:
For technical questions regarding this item, or to correct its listing, contact: (Emma Hyman).
Related research
Keywords:
Find related papers by JEL classification: C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.: