Semiparametric Estimation of Location and Other Discrete Choice Moments
提出一种简单的半参数估计量，用于估计潜变量离散选择模型中未观测随机成分的密度矩，可用于参数估计的初始值、半参数估计的位置与尺度调整、设定检验以及离散解释变量系数的估计。
Latent variable discrete choice model estimation and interpretation depend on the density function of the latent variable's unobserved random component. This paper provides a simple semiparametric estimator of the moments of this density. The results can be used as starting values for parametric estimators, to estimate the appropriate location and scaling for semiparametric estimators, for specification testing including tests of latent error skewness and kurtosis, and to estimate coefficients of discrete explanatory variables in the model.