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Faculty of Economics

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Smith, R. J. and Ramalho, E. J.

Discrete choice nonresponse

Review of Economic Studies

Vol. 80(1) pp. 343-364 (2013)

Abstract: 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

JEL Codes: C25, C35, C51

Author links: Richard Smith  

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