Ramalho, Esmeralda A.Smith, Richard J.2023-11-082023-11-082013Ramalho, Esmeralda A. and Richard J. Smith. “Discrete choice non-response”. The Review of Economic Studies, Volume 80, Issue 1: pp. 343–364.http://hdl.handle.net/10400.5/29327Missing 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.engGeneralized Method of Moments EstimationEmpirical LikelihoodMissing Completely at RandomNonignorable NonresponseSemiparametric Efficiencyjournal articledoi.org/10.1093/restud/rds018