Discrete Choice Non-Response
针对离散选择模型中因变量或协变量缺失的非随机缺失问题，提出一种基于似然的半参数有效估计方法，将无应答视为对基于选择样本的修正，并采用广义矩估计进行估计。
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.