论文标题
格雷戈里·克劳福德（Gregory S.
A Note on "A survey of preference estimation with unobserved choice set heterogeneity" by Gregory S. Crawford, Rachel Griffith, and Alessandro Iaria
论文作者
论文摘要
克劳福德等。 （2021）关于具有未观察或潜在考虑集的离散选择模型估算的文章，提出了一个统一的框架，通过使用“足够集合”（定义为过去观察到的选择的组合）在实践中解决该问题。提出的方法在麦克法登（McFadden，1978）对替代方案采样问题的一致性重新解释中得以维持，但这种用法导致了Crawford等人。 （2021）在一个重要问题上是不精确的。据指出，如果使用真实考虑集的任何子集用于估计，则将达到一致性，但McFadden（1978）表明，通常需要进行取样取决于用于绘制选择集的协议的采样校正。本说明得出了从过去选择构建估算的选择集时所需的采样校正。然后，它正式化了这种校正能够满足统一条件特性的条件，因此在构建实用估计器（例如Crawford等人分析的估计量）时可以忽略。 （2021）。
Crawford's et al. (2021) article on estimation of discrete choice models with unobserved or latent consideration sets, presents a unified framework to address the problem in practice by using "sufficient sets", defined as a combination of past observed choices. The proposed approach is sustained in a re-interpretation of a consistency result by McFadden (1978) for the problem of sampling of alternatives, but the usage of that result in Crawford et al. (2021) is imprecise in an important matter. It is stated that consistency would be attained if any subset of the true consideration set is used for estimation, but McFadden (1978) shows that, in general, one needs to do a sampling correction that depends on the protocol used to draw the choice set. This note derives the sampling correction that is required when the choice set for estimation is built from past choices. Then, it formalizes the conditions under which such correction would fulfill the uniform condition property and can therefore be ignored when building practical estimators, such as the ones analyzed by Crawford et al. (2021).
