@article{vanPraag:272362,
      recid = {272362},
      author = {van Praag, B. M. S. and Hop, J. P.},
      title = {ESTIMATION OF CONTINUOUS MODELS ON THE BASIS OF SET-VALUED  OBSERVATIONS},
      address = {1987-02-15},
      number = {2099-2018-3267},
      series = {REPORT 8705/A},
      pages = {37},
      month = {Feb},
      year = {1987},
      abstract = {In many empirical applications the phenomenon (Y,X) in  which we are interested and for which we assume a model  Y=f(X;04- e , cannot be observed exactly. Then we can only.  say that (Y,X) eA clen+11 where A is a point set. Probit  Tobit or discrete choice models are examples. In those  cases we say that the observations are set-valued and that  the latent phenomenon is observed through a filter . For  the model Y=BX-1-e we present a general MIA-method for  estimating B and E(eet) which bypasses the well-known  problem of the computation of multi-dimensional integrals.  Examples.are given for the case where we only observe  max(Y1,Y2,Y ) or max (Y1,...,Y6).},
      url = {http://ageconsearch.umn.edu/record/272362},
      doi = {https://doi.org/10.22004/ag.econ.272362},
}