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Estimating Semi Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity
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Book Synopsis Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity by : Xiaoxia Shi
Download or read book Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity written by Xiaoxia Shi and published by . This book was released on 2018 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is based on cyclic monotonicity, which is a defining convex-analytic feature of the random utility framework underlying multinomial choice models. From the cyclic monotonicity property, we derive identifying inequalities without requiring any shape restrictions for the distribution of the random utility shocks. These inequalities point identify model parameters under straightforward assumptions on the covariates. We propose a consistent estimator based on these inequalities.
Book Synopsis Random Projection Estimation of Discrete-Choice Models with Large Choice Sets by : Khai Chiong
Download or read book Random Projection Estimation of Discrete-Choice Models with Large Choice Sets written by Khai Chiong and published by . This book was released on 2016 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce sparse random projection, an important tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. First, the high-dimensional data are compressed into a lower-dimensional Euclidean space using random projections. In the second step, estimation proceeds using the cyclic monotonicity inequalities implied by the multinomial choice model; the estimation procedure is semi-parametric and does not require explicit distributional assumptions to be made regarding the random utility errors. The random projection procedure is justified via the Johnson-Lindenstrauss Lemma: - the pairwise distances between data points are preserved during data compression, which we exploit to show convergence of our estimator. The estimator works well in computational simulation and in a application to a real-world supermarket scanner dataset.
Book Synopsis Essays on Semiparametric Estimation of Multinomial Discrete Choice Models by :
Download or read book Essays on Semiparametric Estimation of Multinomial Discrete Choice Models written by and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the first chapter I propose a semiparametric estimator that allows for a flexible form of heteroskedasticity for multinomial discrete choice (MDC) models. Despite being semiparametric, the rate of convergence of the smoothed maximum score (SMS) estimator is not affected by the number of alternative choices. I show the strong consistency and asymptotic normality of the proposed estimator. The rate of convergence of the SMS estimator for MDC models can be made arbitrarily close to the inverse of the square root of the sample size, which is the same as the rate of convergence of Horowitz's (1992) SMS estimator for the binary response model. Monte Carlo experiments provide evidence that the proposed estimator has a smaller mean squared error than both the conditional logit estimator and the maximum score estimator when heteroskedasticity exists. I apply the SMS estimator to study the college decisions of high school graduates using a subset of Chilean data from 2011. The estimation results of the SMS estimator differ significantly from the results of the conditional logit estimator, which suggests possible misspecification of parametric models and the usefulness of considering the SMS estimator as an alternative for estimating MDC models. Many MDC applications include potentially endogenous regressors. To allow for endogeneity, in the second chapter I propose a two-stage instrumental variables estimator where the endogenous variable is replaced by a linear estimate, and then the preference parameters in the MDC equation are estimated by the SMS estimator described in the first chapter. In neither stage do I specify the distribution of the error terms, so this two-stage estimation method is semiparametric. This estimator is a generalization of the estimator proposed by Fox (2007). Fox suggests applying the maximum score estimator in the second stage of estimation. This chapter is the first to derive the statistical properties of an estimator allowing for endogeneity in this semiparametric setting. The two-stage instrument variables estimator is consistent when the linear function of instrument variables and other covariates can rank order the choice probabilities. The second chapter also provides results of some Monte Carlo experiments.
Book Synopsis A Semiparametric Estimator for the Multinomial Choice Model by : Gabriel A. Picone
Download or read book A Semiparametric Estimator for the Multinomial Choice Model written by Gabriel A. Picone and published by . This book was released on 1993 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation and Inference in Multinomial Choice and Systems of Censored Demand Equation Models with Application to Estimating Demand Systems by : Rafic H. Fahs
Download or read book Semiparametric Estimation and Inference in Multinomial Choice and Systems of Censored Demand Equation Models with Application to Estimating Demand Systems written by Rafic H. Fahs and published by . This book was released on 2001 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of Research Methods and Applications in Empirical Microeconomics by : Hashimzade, Nigar
Download or read book Handbook of Research Methods and Applications in Empirical Microeconomics written by Hashimzade, Nigar and published by Edward Elgar Publishing. This book was released on 2021-11-18 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in a comprehensive yet accessible style, this Handbook introduces readers to a range of modern empirical methods with applications in microeconomics, illustrating how to use two of the most popular software packages, Stata and R, in microeconometric applications.
Book Synopsis Semiparametric Estimation of Binary Discrete Choice Models by : Margarida Genius
Download or read book Semiparametric Estimation of Binary Discrete Choice Models written by Margarida Genius and published by . This book was released on 1990 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation of Binary Choice Models Based on Medians of the Grouped Data by : Kazumitsu Nawata
Download or read book Semiparametric Estimation of Binary Choice Models Based on Medians of the Grouped Data written by Kazumitsu Nawata and published by . This book was released on 1989 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation of Discrete Choice Models by : Trueman Scott Thompson
Download or read book Semiparametric Estimation of Discrete Choice Models written by Trueman Scott Thompson and published by . This book was released on 1989 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Iterative Least Squares Estimator of Binary Choice Models by : Weiren Wang
Download or read book Iterative Least Squares Estimator of Binary Choice Models written by Weiren Wang and published by . This book was released on 1995 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable by : Kazumitsu Nawata
Download or read book Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable written by Kazumitsu Nawata and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Estimating Efficiencies from Frontier Models with Panel Data by : Léopold Simar
Download or read book Estimating Efficiencies from Frontier Models with Panel Data written by Léopold Simar and published by . This book was released on 1991 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semi-Parametric Inference in Dynamic Binary Choice Models by : Andriy Norets
Download or read book Semi-Parametric Inference in Dynamic Binary Choice Models written by Andriy Norets and published by . This book was released on 2013 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce an approach for semi-parametric inference in dynamic binary choice models that does not impose distributional assumptions on the state variables unobserved by the econometrician. The proposed framework combines Bayesian inference with partial identification results. The method is applicable to models with finite space of observed states. We demonstrate the method on Rust's model of bus engine replacement. The estimation experiments show that the parametric assumptions about the distribution of the unobserved states can have a considerable effect on the estimates of per-period payoffs. At the same time, the effect of these assumptions on counterfactual conditional choice probabilities can be small for most of the observed states.
Book Synopsis Semiparametric Estimation of Dynamic Binary Choice Panel Data Models by : Fu Ouyang
Download or read book Semiparametric Estimation of Dynamic Binary Choice Panel Data Models written by Fu Ouyang and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation of Joint Dicrete/continuous Choice Models by : Keith Allan Heyen
Download or read book Semiparametric Estimation of Joint Dicrete/continuous Choice Models written by Keith Allan Heyen and published by . This book was released on 1992 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Semiparametric Estimation of a Multinomial Response Model with Random Coefficients by : Yue Yu
Download or read book Semiparametric Estimation of a Multinomial Response Model with Random Coefficients written by Yue Yu and published by . This book was released on 1997 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Efficient Semiparametric Estimator for Discrete Choice Models by : Roger W. Klein
Download or read book An Efficient Semiparametric Estimator for Discrete Choice Models written by Roger W. Klein and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
