An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling

Guido Imbens

Econometrica, 1992, vol. 60, issue 5, 1187-214

Abstract: In this paper, a new estimator is proposed for discrete choice models with choice-based sampling. The estimator is efficient and can incorporate information on the marginal choice probabilities in a straightforward manner and for that case leads to a procedure that is computationally and intuitively more appealing than the estimators that have been proposed before. The idea is to start with a flexible parametrization of the distribution of the explanatory variables and then rewrite the estimator to remove dependence on these parametric assumptions. Copyright 1992 by The Econometric Society.

Date: 1992
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Related works:
Working Paper: AN EFFICIENT METHOD OF MOMENTS ESTIMATOR FOR DISCRETE CHOICE MODELS WITH CHOICE-BASED SAMPLING (1991)
Working Paper: AN EFFICIENT METHOD OF MOMENTS ESTIMATOR FOR DESCRETE CHOICE MODELS WITH CHOICE-BASED SAMPLING (1990)
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