Econometrica Vol. 60 No. 5 1992
An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
open access
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.
- DOI
- 10.2307/2951544
- Volume
- 60
- Issue
- 5
- Pages
- 1187
- Sources
- bibtex:phds-export.bib crossref openalex