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Estimation Of A Duration Model In The Presence Of Missing Data

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Author Info
Todd R. Stinebrickner

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Abstract

This paper utilizes recent simulation techniques in a two-stage estimation method which is applicable for a wide range of statistical models in the presence of missing data. The first stage of the method provides a way to estimate (and simulate from) the joint distribution of missing variables when the missing variables are continuous, binary, or ordered discrete. The second stage uses the first-stage estimates to ''integrate'' out the effects of the missing variables and obtain model estimates. The implementation of the method in this paper allows theoretically important, partially missing wage and school characteristic variables-which are not necessarily independently determined-to be included in a proportional hazard model of teacher attrition. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technolog

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Publisher Info
Article provided by MIT Press in its journal The Review of Economics and Statistics.

Volume (Year): 81 (1999)
Issue (Month): 3 (August)
Pages: 529-542
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Handle: RePEc:tpr:restat:v:81:y:1999:i:3:p:529-542

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  1. Todd R. Stinebrickner, 2000. "Serially correlated variables in dynamic, discrete choice models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 595-624. [Downloadable!]
  2. Sullivan, Paul, 2007. "Estimation of an Occupational Choice Model when Occupations are Misclassified," MPRA Paper 862, University Library of Munich, Germany, revised Oct 2007. [Downloadable!]
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  3. Todd R. Stinebrickner & Ralph Stinebrickner, 2000. "The Relationship Between Family Income and Schooling Attainment: Evidence from a Liberal Arts College with a Full Tuition Subsidy Program," UWO Department of Economics Working Papers 20008, University of Western Ontario, Department of Economics. [Downloadable!]
  4. Donald Boyd & Hamilton Lankford & Susanna Loeb & James Wyckoff, 2003. "Analyzing the Determinants of the Matching Public School Teachers to Jobs: Estimating Compensating Differentials in Imperfect Labor Markets," NBER Working Papers 9878, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Feng, Li, 2005. "Hire Today, Gone Tomorrow: The Determinants of Attrition among Public School Teachers," MPRA Paper 589, University Library of Munich, Germany. [Downloadable!]
  6. Shiyuan Chen & Sally Wallace, 2008. "Determinants of Education Duration in Jamaica," International Studies Program Working Paper Series, at AYSPS, GSU paper0803, International Studies Program, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
  7. Torberg Falch & Bjarne Strøm, 2003. "Teacher Turnover and Non-Pecuniary Factors," Working Paper Series 3604, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
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