Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/79261 
Erscheinungsjahr: 
2003
Schriftenreihe/Nr.: 
cemmap working paper No. CWP07/03
Verlag: 
Centre for Microdata Methods and Practice (cemmap), London
Zusammenfassung: 
Missing values are endemic in the data sets available to econometricians. This paper suggests a unified likelihood-based approach to deal with several nonignorable missing data problems for discrete choice models. Our concern is when either the dependent variable is unobserved or situations when both dependent variable and covariates are missing for some sampling units. These cases are also considered when a supplementary random sample of observations on all covariates is available. A unified treatment of these various sampling structures is presented using a formulation of the nonresponse problems as a modification of choice-based sampling. Extensions appropriate for nonresponse are detailed of Imbens' (1992) effcient generalized method of moments (GMM) estimator for choice-based samples. Simulation evidence reveals very promising results for the various GMM estimators proposed in this paper.
Schlagwörter: 
Generalized Method of Moments Estimation , Missing Completely at Random , Nonignorable Nonresponse , Semiparametric Efficiency
JEL: 
C25
C51
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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