Optimally combining censored and uncensored datasets

被引：11

作者：

Devereux, Paul J. ^{[2
,3
]}

Tripathi, Gautam ^{[1
]}

机构：

[1] Univ Connecticut, Dept Econ, Storrs, CT 06269 USA

[2] Univ Coll Dublin, Sch Econ, Dublin 2, Ireland

[3] Univ Coll Dublin, Geary Inst, Dublin 2, Ireland

来源：

JOURNAL OF ECONOMETRICS | 2009年 / 151卷 / 01期

基金：

美国国家科学基金会;

关键词：

Censoring; Combining datasets; Generalized method of moments; EMPIRICAL LIKELIHOOD; GENERALIZED-METHOD; MARRIAGE; MOMENTS; MEN; AGE; INFORMATION; ESTIMATORS; LAWS;

D O I：

10.1016/j.jeconom.2009.03.012

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We develop a simple semiparametric framework for combining censored and uncensored samples so that the resulting estimators are consistent, asymptotically normal, and use all information optimally. No nonparametric smoothing is required to implement our estimators. To illustrate our results in an empirical setting, we show how to estimate the effect of changes in compulsory schooling laws on age at first marriage, a variable that is censored for younger individuals. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples. (c) 2009 Elsevier B.V. All rights reserved.

引用

页码：17 / 32

页数：16

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