Misspecified discrete choice models and Huber-White standard errors

DOI10.1515/JEM-2016-0002MaRDI QIDQ2312966zbMATH OpenOpenAlexWikidataFDO

Authors Michael Guggisberg

Publication date 18 July 2019

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jem-2016-0002

zbMATH Keywords

asymptotically correct standard errorsconsistent estimatordiscrete choiceHuber-White standard errorsmisspecified models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

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• Bayesian analysis of logit models using natural conjugate priors
• Discrete Choice Methods with Simulation
• Discussion of Morey and Waldman's Measurement error in recreation demand models. (Comment).
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• Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Estimation of Misspecified Models
• MCMC perspectives on simulated likelihood estimation
• Model Specification Tests Based on Artificial Linear Regressions
• Numerical Analysis for Statisticians
• On Information and Sufficiency
• Pseudo Maximum Likelihood Methods: Theory
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models

Cited in

(2)

• Modeling Discrete Choice With Response Error: Food Stamp Participation
• Inference for misspecified models with fixed regressors

Describes a project that uses

Uses Software

• RSGHB
• Stata
• mixlogit

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