Specifying and testing econometric models for rank-ordered data

DOI10.1016/0304-4076(87)90068-6zbMath0646.62103OpenAlexW2089957530MaRDI QIDQ1104018

Jerry A. Hausman, Paul A. Ruud

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90068-6

zbMATH Keywords

heteroscedasticityspecification testsHausman specification testweighted M-estimatorbottom ranked choicesprice estimatorsrank-ordered consumer choice datarank-ordered logit modeltop ranked choices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (18)

Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ A parametric procedure for ultrametric tree estimation from conditional rank order proximity data ⋮ How choice proliferation affects revealed preferences ⋮ A survey of preference estimation with unobserved choice set heterogeneity ⋮ How well do structural demand models work? Counterfactual predictions in school choice ⋮ Social order statistics models for ranking data with analysis of preferences in social networks ⋮ Distance-based tree models for ranking data ⋮ Semiparametric estimation of the random utility model with rank-ordered choice data ⋮ Rank-order choice-based conjoint experiments: efficiency and design ⋮ Bayesian analysis of logit models using natural conjugate priors ⋮ Multilevel logistic regression for polytomous data and rankings ⋮ Multinomial probit estimation without nuisance parameters ⋮ Mixed-effects analyses of rank-ordered data ⋮ What happens if you single out? An experiment ⋮ ALTERNATIVE METHODS TO ANALYZE THE RANK ORDERED DATA: A CASE OF INVASIVE SPECIES CONTROL ⋮ Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians ⋮ Bayesian analysis of rank data with covariates and heterogeneous rankers ⋮ Marketing models of consumer heterogeneity

Cites Work

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• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables
• Proportional Projections in Limited Dependent Variable Models
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Specification Tests for the Multinomial Logit Model
• Tests of specification in econometrics
• Consistent Estimation of Scaled Coefficients
• Specification Tests in Econometrics
• Maximum Likelihood Estimation of Misspecified Models

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