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Exact computation of max weighted score estimators

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dc.contributor.author Florios, K en
dc.contributor.author Skouras, S en
dc.date.accessioned 2014-03-01T01:28:21Z
dc.date.available 2014-03-01T01:28:21Z
dc.date.issued 2008 en
dc.identifier.issn 0304-4076 en
dc.identifier.uri http://hdl.handle.net/123456789/18814
dc.subject Estimator computation en
dc.subject Maximum score en
dc.subject Mixed integer programming en
dc.subject Work-trip mode choice en
dc.subject.classification Economics en
dc.subject.classification Mathematics, Interdisciplinary Applications en
dc.subject.classification Social Sciences, Mathematical Methods en
dc.subject.other Heuristic methods en
dc.subject.other Integer programming en
dc.subject.other Plasma waves en
dc.subject.other Program interpreters en
dc.subject.other Computationally efficient en
dc.subject.other Disjunctive constraints en
dc.subject.other Estimation problems en
dc.subject.other Estimator computation en
dc.subject.other Exact computations en
dc.subject.other Maximum score en
dc.subject.other Mixed integer programming en
dc.subject.other Mixed-integer programs en
dc.subject.other Mode choice en
dc.subject.other Monte carlo study en
dc.subject.other Reasonable time en
dc.subject.other Work-trip mode choice en
dc.subject.other Estimation en
dc.title Exact computation of max weighted score estimators en
heal.type journalArticle en
heal.identifier.primary 10.1016/j.jeconom.2008.05.018 en
heal.identifier.secondary http://dx.doi.org/10.1016/j.jeconom.2008.05.018 en
heal.language English en
heal.publicationDate 2008 en
heal.abstract We show that exact computation of a family of 'max weighted score' estimators, including Manski's max score estimator, can be achieved efficiently by reformulating them as mixed integer programs (MIP) with disjunctive constraints. The advantage of our MIP formulation is that estimates are exact and can be computed using widely available solvers in reasonable time. In a classic work-trip mode choice application, our method delivers exact estimates that lead to a different economic interpretation of the data than previous heuristic estimates. In a small Monte Carlo study we find that our approach is computationally efficient for usual estimation problem sizes. (C) 2008 Elsevier B.V. All rights reserved. en
heal.publisher ELSEVIER SCIENCE SA en
heal.journalName Journal of Econometrics en
dc.identifier.doi 10.1016/j.jeconom.2008.05.018 en
dc.identifier.isi ISI:000260271900007 en
dc.identifier.volume 146 en
dc.identifier.issue 1 en
dc.identifier.spage 86 en
dc.identifier.epage 91 en


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