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 parameterization of the distribution of the explanatory variables and then rewrite the estimator to remove dependence on these parametric assumptions.
MLA
Imbens, Guido W.. “An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling.” Econometrica, vol. 60, .no 5, Econometric Society, 1992, pp. 1187-1214, https://www.jstor.org/stable/2951544
Chicago
Imbens, Guido W.. “An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling.” Econometrica, 60, .no 5, (Econometric Society: 1992), 1187-1214. https://www.jstor.org/stable/2951544
APA
Imbens, G. W. (1992). An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling. Econometrica, 60(5), 1187-1214. https://www.jstor.org/stable/2951544
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