基于选择抽样的离散选择模型的高效矩估计方法

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

Econometrica · 1992
被引 20
人大 A+FT50ABS 4*

中文导读

提出一种新的估计量,用于处理基于选择抽样的离散选择模型,该估计量高效且能直接利用边际选择概率信息,计算上比已有方法更简便直观。

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.

离散选择模型基于选择的抽样矩估计边际选择概率