Discrete choice non-response

Detalhes bibliográficos
Autor(a) principal: Ramalho, Esmeralda A.
Data de Publicação: 2013
Outros Autores: Smith, Richard J.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/29327
Resumo: 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.
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spelling Discrete choice non-responseGeneralized Method of Moments EstimationEmpirical LikelihoodMissing Completely at RandomNonignorable NonresponseSemiparametric EfficiencyMissing 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.Oxford AcademicRepositório da Universidade de LisboaRamalho, Esmeralda A.Smith, Richard J.2023-11-08T11:14:33Z20132013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/29327engRamalho, Esmeralda A. and Richard J. Smith. “Discrete choice non-response”. The Review of Economic Studies, Volume 80, Issue 1: pp. 343–364.doi.org/10.1093/restud/rds018metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-12T01:31:47Zoai:www.repository.utl.pt:10400.5/29327Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:37:59.844783Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Discrete choice non-response
title Discrete choice non-response
spellingShingle Discrete choice non-response
Ramalho, Esmeralda A.
Generalized Method of Moments Estimation
Empirical Likelihood
Missing Completely at Random
Nonignorable Nonresponse
Semiparametric Efficiency
title_short Discrete choice non-response
title_full Discrete choice non-response
title_fullStr Discrete choice non-response
title_full_unstemmed Discrete choice non-response
title_sort Discrete choice non-response
author Ramalho, Esmeralda A.
author_facet Ramalho, Esmeralda A.
Smith, Richard J.
author_role author
author2 Smith, Richard J.
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Ramalho, Esmeralda A.
Smith, Richard J.
dc.subject.por.fl_str_mv Generalized Method of Moments Estimation
Empirical Likelihood
Missing Completely at Random
Nonignorable Nonresponse
Semiparametric Efficiency
topic Generalized Method of Moments Estimation
Empirical Likelihood
Missing Completely at Random
Nonignorable Nonresponse
Semiparametric Efficiency
description 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.
publishDate 2013
dc.date.none.fl_str_mv 2013
2013-01-01T00:00:00Z
2023-11-08T11:14:33Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/29327
url http://hdl.handle.net/10400.5/29327
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Ramalho, Esmeralda A. and Richard J. Smith. “Discrete choice non-response”. The Review of Economic Studies, Volume 80, Issue 1: pp. 343–364.
doi.org/10.1093/restud/rds018
dc.rights.driver.fl_str_mv metadata only access
info:eu-repo/semantics/openAccess
rights_invalid_str_mv metadata only access
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dc.publisher.none.fl_str_mv Oxford Academic
publisher.none.fl_str_mv Oxford Academic
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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