Imputing Risk Tolerance From Survey Responses

DOI10.1198/016214508000000139zbMath1205.62197OpenAlexW3121687915WikidataQ33795245 ScholiaQ33795245MaRDI QIDQ3071166

Claudia R. Sahm, Matthew D. Shapiro, Miles S. Kimball

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214508000000139

zbMATH Keywords

measurement errorrisk aversioninterval regressionrisk toleranceproxy variablesurveysresponse errorordered probit with known bounds

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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