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Estimating features of a distribution from binomial data

Lewbel, Arthur, McFadden, Daniel and Linton, Oliver (2011) Estimating features of a distribution from binomial data. Journal of Econometrics, 162 (2). pp. 170-188. ISSN 0304-4076

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Identification Number: 10.1016/j.jeconom.2010.11.006


We propose estimators of previous termfeatures of the distributionnext term of an unobserved random variable W. What is observed is previous termanext term sample of Y,V,X where previous termanext term binary Y equals one when W exceeds previous termanext term threshold V determined by experimental design, and X are covariates. Potential applications include bioassay and destructive duration analysis. Our empirical application is referendum contingent valuation in resource economics, where one is interested in previous termfeatures of the distributionnext term of values W (willingness to pay) placed by consumers on previous termanext term public good such as endangered species. Sample consumers with characteristics X are asked whether they favor (with Y=1 if yes and zero otherwise) previous termanext term referendum that would provide the good at previous termanext term cost V specified by experimental design. This paper provides estimators for quantiles and conditional on X moments of W under both nonparametric and semiparametric specifications.

Item Type: Article
Official URL:
Divisions: Economics
Financial Markets Group
Subjects: H Social Sciences > HB Economic Theory
Q Science > QA Mathematics
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods
C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C25 - Discrete Regression and Qualitative Choice Models
C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C42 - Survey Methods
H - Public Economics > H4 - Publicly Provided Goods > H41 - Public Goods
Sets: Departments > Economics
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Research centres and groups > Financial Markets Group (FMG)
Date Deposited: 13 Jul 2011 13:50
Last Modified: 20 Aug 2021 01:46

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