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The Econometrics of Data Combination

In: Handbook of Econometrics

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Author Info
Ridder, Geert
Moffitt, Robert

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Abstract

Economists who use survey or administrative data for inferences regarding a population may want to combine information obtained from two or more samples drawn from the population. This is the case if there is no single sample that contains all relevant variables. A special case occurs if longitudinal or panel data are needed but only repeated cross-sections are available. In this chapter we survey sample combination. If two (or more) samples from the same population are combined, there are variables that are unique to one of the samples and variables that are observed in each sample. What can be learned by combining such samples, depends on the nature of the samples, the assumptions that one is prepared to make, and the goal of the analysis. The most ambitious objective is the identification and estimation of the joint distribution, but often we settle for the estimation of economic models that involve these variables or a subset thereof. Sometimes the goal is to reduce biases due to mismeasured variables. We consider sample merger by matching on identifiers that may be imperfect in the case that the two samples have a substantial number of common units. For the case that the two samples are independent, we consider (conditional) bounds on the joint distribution. Exclusion restrictions will narrow these bounds. We also consider inference under the strong assumption of conditional independence.

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This chapter was published in: J.J. Heckman & E.E. Leamer (ed.) Handbook of Econometrics, , chapter 75, pages , 2007.

This item is provided by Elsevier in its series Handbook of Econometrics with number 6b-75.

Handle: RePEc:eee:ecochp:6b-75

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Related research
This chapter was published in the following book, which is listed on IDEAS:
J.J. Heckman & E.E. Leamer (ed.), 2007. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 6, number 6b, September. [Downloadable!] (restricted)
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Find related papers by JEL classification:
C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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  1. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation, Yale University. [Downloadable!]
  2. Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Seik Kim, . "Sample Attrition in the presence of Population Attrition," Working Papers UWEC-2009-02, University of Washington, Department of Economics. [Downloadable!]
  4. Kiesl, Hans & Rässler, Susanne, 2006. "How valid can data fusion be?," IAB Discussion Paper 200615, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  5. Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society. [Downloadable!]
  7. Michael Rendall & Ryan Admiraal & Alessandra DeRose & Paola DiGiulio & Mark Handcock & Filomena Racioppi, 2008. "Population constraints on pooled surveys in demographic hazard modeling," Statistical Methods and Applications, Springer, vol. 17(4), pages 519-539, October. [Downloadable!] (restricted)
  8. Yingyao Hu & Geert Ridder, 2005. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," IEPR Working Papers 05.39, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Other versions:
  9. Sayema H. Bidisha, . "Intergenerational Earnings Mobility of Immigrants and Ethnic Minorities in the UK," Discussion Papers 09/10, University of Nottingham, GEP. [Downloadable!]
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