Discrete choice non-response

Review of Economic Studies

Volumn 80, Issue 1, 2013, Pages 343-364

  Ramalho, Esmeralda A ^a   Smith, Richard J ^b  

^a UNIVERSITY OF ÉVORA   (Portugal)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Empirical likelihood; Generalized method of moments estimation; Missing completely at random; Non ignorable non response; Semiparametric efficiency

Indexed keywords

DISCRETE CHOICE ANALYSIS; ECONOMETRICS; EFFICIENCY MEASUREMENT; ESTIMATION METHOD; MODEL TEST; OBSERVATIONAL METHOD; PARAMETERIZATION;

EID: 84873604969     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1093/restud/rds018     Document Type: Article

References (44)

1. BAKER, S. G. and LAIRD, N. M. (1988), "Regression Analysis for Categorical Variables with Outcome Subject to Nonignorable Nonresponse", Journal of the American Statistical Association, 83, 62-69.
2. CAMERON, A. C. and TRIVEDI, P. K. (2005), Microeconometrics (New York: Cambridge University Press).
3. CHEN, X., HONG, H. and TAROZZI, A. (2008), "Semiparametric Efficiency with Auxiliary Data", Annals of Statistics, 36, 808-843.
4. COSSLETT, S. R. (1981a), "Efficient Estimation of Discrete-Choice Models", in Manski, C. and McFadden, D. (eds) Structural Analysis of Discrete Data with Econometric Applications (Cambridge: MIT Press) 51-111.
5. COSSLETT, S. R. (1981b), "Maximum Likelihood Estimators for Choice-Based Samples", Econometrica, 49, 1289-1316.
6. COSSLETT, S. R. (1993), "Estimation from Endogenously Stratified Samples", in Maddala, G. S., Rao, C. R. and Vinod, H. D. (eds) Handbook of Statistics, Vol. 11 (Amsterdam: Elsevier) 1-43.
7. COSSLETT, S. R. (1997), "Nonparametric Maximum Likelihood Methods", in Maddala, G. S. and Rao, C. R. (eds) Handbook of Statistics, Vol. 15 (Amsterdam: Elsevier) 385-404.
8. FITZGERALD, J., GOTTSCHALK, P. and MOFFIT, R. (1998), "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics", Journal of Human Resources, 33, 251-299.
9. FITZMAURICE, G. M., LAIRD, N. M. and ZAHNER, G. E. P. (1996), "Multivariate Logistic Models for Incomplete Binary Responses", Journal of the American Statistical Association, 91, 99-108.
10. HECKMAN, J. J. (1976), "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models", Annals of Economic and Social Measurement, 5, 475-492.
11. HELLERSTEIN, J. K. and IMBENS, G.W. (1999), "Imposing Moment Restrictions from Auxiliary Data byWeighting", Review of Economics and Statistics, 81, 1-14.
12. HIRANO, K., IMBENS, G.W., RIDDER, G. and RUBIN, D. B. (2001), "Combining Panel Data Sets with Attrition and Refreshment Samples", Econometrica, 69, 1645-1659.
13. HOROWITZ, J. L. and MANSKI, C. F. (1995), "Identification and Robustness with Contaminated and Corrupted Data", Econometrica, 63, 381-302.
14. HOROWITZ, J. L. and MANSKI, C. F. (1998), "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation UsingWeights and Imputations", Journal of Econometrics, 84, 37-58.
15. HOROWITZ, J. L. and MANSKI, C. F. (2001), "Imprecise Identification from Incomplete Data" (Working paper, Northwestern University).
16. HU, Y. and SCHENNACH, S. M. (2008), "Identification and Estimation of Nonclassical Nonlinear Errors-In-Variables Models with Continuous Distributions Using Instruments", Econometrica, 76, 195-216.
17. IMBENS, G. W. (1992), "An Efficient Method of Moments Estimator for Discrete Choice Models with Choice-Based Sampling", Econometrica, 60, 1187-1214.
18. IMBENS, G.W. (1997), "One-Step Estimators for Over-Identified Generalized Method of Moments Models", Review of Economic Studies, 64, 359-383.
19. IMBENS, G.W. (2004), "Nonparametric Estimation ofAverage Treatment Effects Under Exogeneity:AReview", Review of Economics and Statistics, 86, 4-29.
20. IMBENS,G.W. and LANCASTER,T. (1994), "Combining Micro and Macro Data in Microeconometric Models", Review of Economic Studies, 61, 655-680.
21. IMBENS, G.W. and LANCASTER, T. (1996), "Efficient Estimation and Stratified Sampling", Journal of Econometrics, 74, 289-318.
22. KITAMURA, Y. and STUTZER, M. (1997), "An Information-Theoretic Alternative to Generalized Method of Moments Estimation", Econometrica, 65, 861-874.
23. LITTLE, R. J. A. and RUBIN, D. B. (2002), Statistical Analysis with Missing Data, 2nd edn (New York:Wiley).
24. MANSKI, C. and LERMAN, S. (1977), "The Estimation of Choice Probabilities from Choice Based Samples",Econometrica, 45, 1977-1988.
25. MOLINARI, F. (2010), "Missing Treatments", Journal of Business and Economic Statistics, 28, 82-95.
26. NEWEY, W. and MCFADDEN, D. (1994), "Large Sample Estimation and Hypothesis Testing", in Engle, R. F. and McFadden, D. (eds) The Handbook of Econometrics, Vol. 4 (Amsterdam: North-Holland) 2111-2245.
27. NEWEY, W. K. and SMITH, R. J. (2004), "Higher Order Properties of GMM and Generalized Empirical Likelihood", Econometrica, 72, 219-255.
28. NEWEY, W. K. and WEST, K. D. (1987), "Hypothesis Testing with Efficient Method of Moments Estimation", International Economic Review, 28, 777-787.
29. OWEN, A. (2001), Empirical Likelihood (London: Chapman and Hall).
30. RAMALHO, E. A. (2007), "Binary Models with Misclassification in the Variable of Interest and Nonignorable Nonresponse", Economics Letters, 96, 70-76.
31. RAMALHO, E. A., and SMITH, R. J. (2003), "Discrete Choice Nonresponse" (CWP 07/03, cemmap, I.F.S. and U.C.L.; http://cemmap.ifs.org.uk/wps/cwp0307.pdf).
32. RIDDER, G. (1990), "Attrition in Multi-Wave Panel Data", In Hartog, J., Ridder, G. and Theeuwes, J. (eds) Panel Data and Labour Market Studies (Amsterdam: Elsevier) 45-68.
33. ROTNITZKY, A. and ROBINS, J. (1997), "Analysis of Semi-Parametric Regression Models with Non-Ignorable Nonresponse", Statistics in Medicine, 16, 81-102.
34. RUBIN, D. B. (1976), "Inference and Missing Data", Biometrika, 63, 581-592.
35. SCHAFER, J. L. (1997), Analysis of Incomplete Multivariate Data (London: Chapman and Hall).
36. SCHARFSTEIN, D. O., ROTNITZKY, A. and ROBINS, J. M. (1999), "Adjusting for Nonignorable Drop-out using Semiparametric Nonresponse Models", Journal of the American Statistical Association, 94, 1096-1120.
37. SKINNER, C., STUTTARD, N., BEISSEL-DURRANT, G. and JENKINS, J. (2002), "The Measurement of Low Pay in the UK Labour Force Survey", Oxford Bulletin of Economics and Statistics, 64, 653-676.
38. SMITH, R. J. (1997), "Alternative Semi-Parametric Likelihood Approaches to Generalized Method of Moments Estimation", Economic Journal, 107, 503-519.
39. SMITH, R. J. (2011), "GEL Methods for Moment Condition Models", Econometric Theory, 27, 1192-1235.
40. STEWART, M. B. (1983), "On Least Squares Estimation When the DependentVariable is Grouped", Review of Economic Studies, 50, 737-753.
41. TANG, G., LITTLE, R. J. A. and RAGHUNATHAN, T. E. (2003), "Analysis of Multivariate Missing Data with Nonignorable Nonresponse", Biometrika, 90, 747-764.
42. WOOLDRIDGE, J. M. (1999), "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples", Econometrica, 67, 1385-1406.
43. WOOLDRIDGE, J. M. (2001), "Asymptotic Properties of Weighted M-Estimators for Standard Stratified Samples", Econometric Theory, 17, 451-470.
44. WOOLDRIDGE, J. M. (2009), Introductory Econometrics: A Modern Approach, 4th edn (Independence KY: South-Western).