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Journal of the American Statistical Association Volume 80, 1985 - Issue 391
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Original Articles

Estimation of Response Probabilities from Augmented Retrospective Observations

David A. Hsieh Graduate School of Business, University of Chicago, IL, 60037, USA
,
Charles F. Manski Department of Economics, University of Wisconsin, Madison, WI, 53706, USA
&
Daniel McFadden Department of Economics, Massachusetts Institute of Technology, Cambridge, MA, 02139, USA
Pages 651-662 | Received 01 Jul 1983, Published online: 12 Mar 2012
 
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Abstract

When augmented by suitable auxiliary information, retrospective data can identify response probabilities. The auxiliary information may take the form of data on marginal distributions or appropriate structural assumptions. When a combination of retrospective observation and auxiliary information suffices in principle to identify response probabilities, practical use of this fact requires that statistically sound and computationally tractable estimation methods be available. This article analyzes the problem of identification and presents the needed estimators.

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