Semiparametric Estimation of Location and Other Discrete Choice Moments
Latent variable discrete choice model estimation and interpretation depend on the density function of the latent variable's unobserved random component. This paper provides a simple semiparametric estimator of the moments of this density. The results can be used as starting values for parametric estimators, to estimate the appropriate location and scaling for semiparametric estimators, for specification testing including tests of latent error skewness and kurtosis, and to estimate coefficients of discrete explanatory variables in the model.
Year of publication: |
1997
|
---|---|
Authors: | Lewbel, Arthur |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 13.1997, 01, p. 32-51
|
Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
Similar items by person
-
Estimating features of a distribution from binomial data
Lewbel, Arthur, (2011)
-
Identifying the returns to lying when the truth is unobserved
Hu, Yingyao, (2007)
-
Nonparametric estimation homothetic and homothetically separable functions
Lewbel, Arthur, (2003)
- More ...