Discrete Choice Non-Response

S-Tier
Journal: Review of Economic Studies
Year: 2013
Volume: 80
Issue: 1
Pages: 343-364

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:oup:restud:v:80:y:2013:i:1:p:343-364
Journal Field
General
Author Count
2
Added to Database
2026-01-29