Accounting for missing data in M-estimation: a general matching approach
Author
Abstract
Suggested Citation
DOI: 10.1007/s00181-009-0257-y
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Carneiro, Pedro & Heckman, James J., 2003.
"Human Capital Policy,"
IZA Discussion Papers
821, Institute of Labor Economics (IZA).
- James Heckman & Pedro Carneiro, 2003. "Human Capital Policy," NBER Working Papers 9495, National Bureau of Economic Research, Inc.
- James J. Heckman & Jora Stixrud & Sergio Urzua, 2006.
"The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior,"
Journal of Labor Economics, University of Chicago Press, vol. 24(3), pages 411-482, July.
- James J. Heckman & Jora Stixrud & Sergio Urzua, 2006. "The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior," NBER Working Papers 12006, National Bureau of Economic Research, Inc.
- Flavio Cunha & James Heckman & Salvador Navarro, 2005.
"Separating uncertainty from heterogeneity in life cycle earnings,"
Oxford Economic Papers, Oxford University Press, vol. 57(2), pages 191-261, April.
- Cunha, Flavio & Heckman, James J. & Navarro, Salvador, 2004. "Separating Uncertainty from Heterogeneity in Life Cycle Earnings," IZA Discussion Papers 1437, Institute of Labor Economics (IZA).
- Cunha, Flavio & Heckman, James & Navarro, Salvador, 2004. "Separating uncertainty from heterogeneity in life cycle earnings," Working Paper Series 2005:6, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Flavio Cunha & James J. Heckman & Salvador Navarro, 2005. "Separating Uncertainty from Heterogeneity in Life Cycle Earnings," NBER Working Papers 11024, National Bureau of Economic Research, Inc.
- James Robins & Andrea Rotnitzky & Stijn Vansteelandt, 2007. "Discussions," Biometrics, The International Biometric Society, vol. 63(3), pages 650-653, September.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Jeffrey M. Wooldridge, 2002.
"Inverse probability weighted M-estimators for sample selection, attrition, and stratification,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
- Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
- Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001.
"Combining Panel Data Sets with Attrition and Refreshment Samples,"
Econometrica, Econometric Society, vol. 69(6), pages 1645-1659, November.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rebin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," NBER Technical Working Papers 0230, National Bureau of Economic Research, Inc.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," Tinbergen Institute Discussion Papers 98-033/4, Tinbergen Institute.
- Richard Blundell & Lorraine Dearden & Barbara Sianesi, 2003.
"Evaluating the impact of education on earnings in the UK: Models, methods and results from the NCDS,"
IFS Working Papers
W03/20, Institute for Fiscal Studies.
- Richard Blundell & Lorraine Dearden & Barbara Sianesi, 2004. "Evaluating the Impact of Education on Earnings in the UK: Models, Methods and Results from the NCDS," CEE Discussion Papers 0047, Centre for the Economics of Education, LSE.
- Blundell, Richard & Dearden, Lorraine & Sianesi, Barbara, 2004. "Evaluating the impact of education on earnings in the UK: models, methods and results from the NCDS," LSE Research Online Documents on Economics 19451, London School of Economics and Political Science, LSE Library.
- Dan A. Black & Jeffrey A. Smith & Mark C. Berger & Brett J. Noel, 2003. "Is the Threat of Reemployment Services More Effective Than the Services Themselves? Evidence from Random Assignment in the UI System," American Economic Review, American Economic Association, vol. 93(4), pages 1313-1327, September.
- Cawley, John & Heckman, James & Vytlacil, Edward, 2001. "Three observations on wages and measured cognitive ability," Labour Economics, Elsevier, vol. 8(4), pages 419-442, September.
- Dehejia, Rajeev H., 2005.
"Program evaluation as a decision problem,"
Journal of Econometrics, Elsevier, vol. 125(1-2), pages 141-173.
- Rajeev Dehejia, 1999. "Program Evaluation as a Decision Problem," NBER Working Papers 6954, National Bureau of Economic Research, Inc.
- Abowd J.M. & Crepon B. & Kramarz F., 2001. "Moment Estimation With Attrition: An Application to Economic Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1223-1231, December.
- James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(2), pages 261-294.
- Alberto Abadie & Guido W. Imbens, 2006. "Large Sample Properties of Matching Estimators for Average Treatment Effects," Econometrica, Econometric Society, vol. 74(1), pages 235-267, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Frahm, Gabriel & Nordhausen, Klaus & Oja, Hannu, 2020. "M-estimation with incomplete and dependent multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Esteban Aucejo & Jonathan James, 2021.
"The Path to College Education: The Role of Math and Verbal Skills,"
Journal of Political Economy, University of Chicago Press, vol. 129(10), pages 2905-2946.
- Esteban Aucejo & Jonathan James, 2019. "The Path to College Education: The Role of Math and Verbal Skills," Working Papers 1901, California Polytechnic State University, Department of Economics.
- Apps, Patricia & Mendolia, Silvia & Walker, Ian, 2013.
"The impact of pre-school on adolescents’ outcomes: Evidence from a recent English cohort,"
Economics of Education Review, Elsevier, vol. 37(C), pages 183-199.
- Apps, Patricia & Mendolia, Silvia & Walker, Ian, 2012. "The Impact of Pre-school on Adolescents' Outcomes: Evidence from a Recent English Cohort," IZA Discussion Papers 6971, Institute of Labor Economics (IZA).
- Marina Bassi & Matías Busso & Sergio Urzúa & Jaime Vargas, 2012. "Disconnected: Skills, Education, and Employment in Latin America," IDB Publications (Books), Inter-American Development Bank, number 79504, February.
- Sakos, Grayson & Cerulli, Giovanni & Garbero, Alessandra, 2021. "Beyond the ATE: Idiosyncratic Effect Estimation to Uncover Distributional Impacts Results from 17 Impact Evaluations," 2021 Annual Meeting, August 1-3, Austin, Texas 314017, Agricultural and Applied Economics Association.
- Stefanie Behncke & Markus Frölich & Michael Lechner, 2010.
"Unemployed and their caseworkers: should they be friends or foes?,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(1), pages 67-92, January.
- Stefanie Behncke & Markus Fröhlich & Michael Lechner, 2007. "Unemployed and their Caseworkers: Should they be Friends or Foes?," University of St. Gallen Department of Economics working paper series 2007 2007-45, Department of Economics, University of St. Gallen.
- Lechner, Michael & Frölich, Markus & Behncke, Stefanie, 2007. "Unemployed and Their Caseworkers: Should They Be Friends or Foes?," CEPR Discussion Papers 6558, C.E.P.R. Discussion Papers.
- Behncke, Stefanie & Frölich, Markus & Lechner, Michael, 2007. "Unemployed and Their Caseworkers: Should They Be Friends or Foes?," IZA Discussion Papers 3149, Institute of Labor Economics (IZA).
- Lechner, Michael & Smith, Jeffrey, 2007.
"What is the value added by caseworkers?,"
Labour Economics, Elsevier, vol. 14(2), pages 135-151, April.
- Lechner, Michael & Smith, Jeffrey, 2003. "What is the Value Added by Caseworkers?," CEPR Discussion Papers 3825, C.E.P.R. Discussion Papers.
- Lechner, Michael & Smith, Jeffrey A., 2003. "What is the Value Added by Caseworkers?," IZA Discussion Papers 728, Institute of Labor Economics (IZA).
- Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of St. Gallen Department of Economics working paper series 2003 2003-05, Department of Economics, University of St. Gallen.
- Michael Lechner & Jeffrey Smith, 2003. "What is the Value Added by Caseworkers?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20031, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- Melinda Petre, 2018. "Are Employers Omniscient? Employer Learning About Cognitive and Noncognitive Skills," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 57(3), pages 323-360, July.
- Bas van der Klaauw & Sandra Vriend, 2015. "A Nonparametric Method for Predicting Survival Probabilities," Tinbergen Institute Discussion Papers 15-126/V, Tinbergen Institute.
- Schlosser, Analia & Shanan, Yannay, 2022.
"Fostering Soft Skills in Active Labor Market Programs: Evidence from a Large-Scale RCT,"
IZA Discussion Papers
15104, Institute of Labor Economics (IZA).
- Analia Schlosser & Yannay Shanan, 2022. "Fostering Soft Skills in Active Labor Market Programs: Evidence from a Large-Scale RCT," CESifo Working Paper Series 9609, CESifo.
- Schlosser, Analia & Shanan, Yannay, 2022. "Fostering Soft Skills in Active Labor Market Programs: Evidence from a Large-Scale RCT," CEPR Discussion Papers 17055, C.E.P.R. Discussion Papers.
- Joachim Inkmann, 2010. "Estimating Firm Size Elasticities of Product and Process R&D," Economica, London School of Economics and Political Science, vol. 77(306), pages 384-402, April.
- James J. Heckman, 2008. "The Principles Underlying Evaluation Estimators with an Application to Matching," Annals of Economics and Statistics, GENES, issue 91-92, pages 9-73.
- Inkmann, J., 2005.
"Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited,"
Other publications TiSEM
c39cff1f-16c1-4446-a83f-c, Tilburg University, School of Economics and Management.
- Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Discussion Paper 2005-131, Tilburg University, Center for Economic Research.
- Busso, Matias & DiNardo, John & McCrary, Justin, 2009. "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers 3998, Institute of Labor Economics (IZA).
- Ozkan Eren & Ozan Sula, 2012.
"The Effect of Ability on Young Men's Self-Employment Decision: Evidence from the NELS,"
Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 51(4), pages 916-935, October.
- Ozkan Eren & Ozan Sula, 2009. "The Effect of Ability on Young Men’s Self-Employment Decision: Evidence from the NELS," Working Papers 0913, University of Nevada, Las Vegas , Department of Economics.
- Heckman, James J. & Jacobs, Bas, 2009.
"Policies to Create and Destroy Human Capital in Europe,"
IZA Discussion Papers
4680, Institute of Labor Economics (IZA).
- James J. Heckman & Bas Jacobs, 2010. "Policies to Create and Destroy Human Capital in Europe," NBER Working Papers 15742, National Bureau of Economic Research, Inc.
- Arpino, Bruno & Mealli, Fabrizia, 2011.
"The specification of the propensity score in multilevel observational studies,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1770-1780, April.
- Arpino, Bruno & Mealli, Fabrizia, 2008. "The specification of the propensity score in multilevel observational studies," MPRA Paper 17407, University Library of Munich, Germany.
- Bruno Arpino & Fabrizia Mealli, 2008. "The specification of the propensity score in multilevel observational studies," Working Papers 006, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- James J. Heckman & Jora Stixrud & Sergio Urzua, 2006.
"The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior,"
Journal of Labor Economics, University of Chicago Press, vol. 24(3), pages 411-482, July.
- James J. Heckman & Jora Stixrud & Sergio Urzua, 2006. "The Effects of Cognitive and Noncognitive Abilities on Labor Market Outcomes and Social Behavior," NBER Working Papers 12006, National Bureau of Economic Research, Inc.
- Silvia Mendolia & Ian Walker, 2015. "Youth unemployment and personality traits," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-26, December.
- Busso, Matías & Bassi, Marina & Urzúa, Sergio & Vargas, Jaime, 2012. "Disconnected: Skills, Education, and Employment in Latin America," IDB Publications (Books), Inter-American Development Bank, number 427, December.
More about this item
Keywords
M-estimation; Missing data; Missing at random; Double robustness; Matching; C14; C23; C33;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:empeco:v:38:y:2010:i:1:p:85-117. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.