Random Set Quantile Estimation of Partially Identified Discrete Response Models
部分识别离散响应模型的随机集分位数估计
Semiparametric discrete choice models are widely applied in economics, yet a fundamental tension arises when covariates are discrete as regression coefficients that are point identified under continuous regressors may become only partially identified. We show that this is not merely an identification problem but creates serious estimation pathologies. Classical estimators, including the maximum score estimator of Manski (1975), not only have population maximizers that are…