An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling
In 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.
Volume (Year): 60 (1992)
Issue (Month): 5 (September)
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