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A multivariate discrete choice method based on inequality restrictions

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  • Ahn, Dae-Yong

Abstract

This study applies an estimator based on inequality restrictions to multivariate discrete choice models and identifies the conditions under which the inequality estimator performs well in small samples and for complex problems.

Suggested Citation

  • Ahn, Dae-Yong, 2012. "A multivariate discrete choice method based on inequality restrictions," Economics Letters, Elsevier, vol. 115(3), pages 516-518.
    • Handle: RePEc:eee:ecolet:v:115:y:2012:i:3:p:516-518
    DOI: 10.1016/j.econlet.2011.12.075
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    References listed on IDEAS

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    6. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
    7. Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August.
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    Keywords

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    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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