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Discrete Choice Non-Response

Listed author(s):
  • Esmeralda A. Ramalho
  • Richard J. Smith

Missing values are endemic in the data sets available to econometricians. This paper suggests a semiparametrically efficient likelihood-based approach to deal with general non-ignorable missing data problems for discrete choice models. Our concern is when the dependent variable and/or covariates are unobserved for some sampling units. A supplementary random sample of observations on all covariates may be available. The key insight of this paper is the recognition of non-response as a modification of choice-based (CB) samples. Semiparametrically efficient generalized method of moments (GMM) estimation appropriate for CB samples is then adapted for the non-response framework considered in this paper. Simulation results for various GMM estimators proposed here are very encouraging. Copyright , Oxford University Press.

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File URL: http://hdl.handle.net/10.1093/restud/rds018
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Article provided by Oxford University Press in its journal Review of Economic Studies.

Volume (Year): 80 (2013)
Issue (Month): 1 ()
Pages: 343-364

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Handle: RePEc:oup:restud:v:80:y:2013:i:1:p:343-364
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