IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Starting Point Bias in Dichotomous Choice Valuation with Follow-Up Questioning

Listed author(s):
  • Herriges, Joseph A.
  • Shogren, Jason F.

Follow-up questions are frequently used to improve the efficiency of dichotomous choice contingent valuation questionnaires. However, a number of authors (e.g., [12, 16]) have noted a significant difference between the WTP distributions implied by initial and follow-up question responses. This paper investigates starting point bias as one explanation for the phenomenon. We develop a model of starting point bias in the context of dichotomous choice questioning with follow-up, using a Monte Carlo simulation to illustrate the potential bias imparted to WTP estimates. An application is provided based on data from a CV study in northcentral Iowa.

(This abstract was borrowed from another version of this item.)

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Elsevier in its journal Journal of Environmental Economics and Management.

Volume (Year): 30 (1996)
Issue (Month): 1 (January)
Pages: 112-131

in new window

Handle: RePEc:eee:jeeman:v:30:y:1996:i:1:p:112-131
Contact details of provider: Web page:

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:eee:jeeman:v:30:y:1996:i:1:p:112-131. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.