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Publicação
Discrete choice non-response
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Orientador(es)
Resumo(s)
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.
Descrição
Palavras-chave
Generalized Method of Moments Estimation Empirical Likelihood Missing Completely at Random Nonignorable Nonresponse Semiparametric Efficiency
Contexto Educativo
Citação
Ramalho, Esmeralda A. and Richard J. Smith. “Discrete choice non-response”. The Review of Economic Studies, Volume 80, Issue 1: pp. 343–364.
Editora
Oxford Academic