Modeling Discrete Choice with Uncertain Data: An Augmented Mnl Estimator

8 Pages Posted: 13 Dec 2005 Last revised: 23 Feb 2016

See all articles by Daniel Hellerstein

Daniel Hellerstein

U.S. Department of Agriculture (USDA) - Economic Research Service (ERS), Resource and Rural Economics Division

Date Written: March 2, 2004

Abstract

This article introduces a multinomial logit model that uses ancillary information to control for uncertainty in both the observed choices made by respondents, and in the attributes of a respondent's choice set. Simulated data are used to compare the performance of this estimator versus simpler models, under several different kinds of uncertainty.

Keywords: multinomial logit, simulated estimator, UIV, UDV, uncertain choices, uncertain variables.

JEL Classification: C25

Suggested Citation

Hellerstein, Daniel, Modeling Discrete Choice with Uncertain Data: An Augmented Mnl Estimator (March 2, 2004). American Journal of Agricultural Economics, Vol. 87, No. 1, pp. 77-84, February 2005. Available at SSRN: https://ssrn.com/abstract=856470 or http://dx.doi.org/10.1111/j.0002-9092.2005.00703.x

Daniel Hellerstein (Contact Author)

U.S. Department of Agriculture (USDA) - Economic Research Service (ERS), Resource and Rural Economics Division ( email )

355 E Street, SW
Washington, DC 20024-3221
United States
202-694-5613 (Phone)
202-694-5756 (Fax)

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