Deconvoluting preferences and errors: A model for binomial panel data

Mogens Fosgerau; Søren Feodor Nielsen

doi:10.1017/S026646660999082X

Deconvoluting preferences and errors: A model for binomial panel data

Mogens Fosgerau^*, Søren Feodor Nielsen

^*Corresponding author for this work

Research output: Contribution to journal › Journal article › Research › peer-review

6 Citations (Scopus)

Abstract

In many stated choice experiments researchers observe the random variables V_t, X_t, and Y_t = 1{U + δ^T X_t + ε_t < V_t}, t ≤ T, where δ is an unknown parameter and U and ε_t are unobservable random variables. We show that under weak assumptions the distributions of U and ε_t and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.

Original language	English
Journal	Econometric Theory
Volume	26
Issue number	6
Pages (from-to)	1846-1854
Number of pages	9
ISSN	0266-4666
DOIs	https://doi.org/10.1017/S026646660999082X
Publication status	Published - Dec 2010

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title = "Deconvoluting preferences and errors: A model for binomial panel data",

abstract = "In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δT Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.",

author = "Mogens Fosgerau and Nielsen, {S{\o}ren Feodor}",

year = "2010",

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doi = "10.1017/S026646660999082X",

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T2 - A model for binomial panel data

AU - Fosgerau, Mogens

AU - Nielsen, Søren Feodor

PY - 2010/12

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N2 - In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δT Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.

AB - In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δT Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.

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U2 - 10.1017/S026646660999082X

DO - 10.1017/S026646660999082X

M3 - Journal article

AN - SCOPUS:79451470920

SN - 0266-4666

VL - 26

SP - 1846

EP - 1854

JO - Econometric Theory

JF - Econometric Theory

IS - 6

ER -

Deconvoluting preferences and errors: A model for binomial panel data

Abstract

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