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Estimation Of A Duration Model In The Presence Of Missing Data

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  • Todd R. Stinebrickner

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. © 1999 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

Suggested Citation

  • Todd R. Stinebrickner, 1999. "Estimation Of A Duration Model In The Presence Of Missing Data," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 529-542, August.
    • Handle: RePEc:tpr:restat:v:81:y:1999:i:3:p:529-542
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    Cited by:

    1. Bound, John & Stinebrickner, Todd & Waidmann, Timothy, 2010. "Health, economic resources and the work decisions of older men," Journal of Econometrics, Elsevier, vol. 156(1), pages 106-129, May.
    2. Ralph Stinebrickner & Todd R. Stinebrickner, 2003. "Understanding Educational Outcomes of Students from Low-Income Families: Evidence from a Liberal Arts College with a Full Tuition Subsidy Program," Journal of Human Resources, University of Wisconsin Press, vol. 38(3).
    3. Paul Sullivan, 2009. "Estimation of an Occupational Choice Model when Occupations are Misclassified," Journal of Human Resources, University of Wisconsin Press, vol. 44(2).
    4. Ganimian, Alejandro & Alfonso, Mariana & Santiago, Ana, 2013. "Calling Their Bluff: Expressed and Revealed Preferences of Top College Graduates Entering Teaching in Argentina," IDB Publications (Working Papers) 4633, Inter-American Development Bank.
    5. 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.
    6. Alejandro Ganimian & Mariana Alfonso & Ana Santiago, 2013. "Calling Their Bluff: Expressed and Revealed Preferences of Top College Graduates Entering Teaching in Argentina," IDB Publications (Working Papers) 82302, Inter-American Development Bank.
    7. Pavel V. Derkachev, 2015. "Where is a Teacher Happy in Russia? Indicators of Teachers’ Salaries," HSE Working papers WP BRP 28/PA/2015, National Research University Higher School of Economics.
    8. 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.
    9. Shiyuan Chen & Sally Wallace, 2008. "Determinants of Education Duration in Jamaica," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0803, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    10. Stinebrickner, Todd R., 1998. "An Empirical Investigation of Teacher Attrition," Economics of Education Review, Elsevier, vol. 17(2), pages 127-136, April.
    11. Feng, Li, 2005. "Hire Today, Gone Tomorrow: The Determinants of Attrition among Public School Teachers," MPRA Paper 589, University Library of Munich, Germany.
    12. Yongheng Deng & John M. Quigley, 2003. "Woodhead Behavior and the Pricing of Residential Mortgages," Working Paper 8616, USC Lusk Center for Real Estate.
    13. (David) Ho, Kim Hin & Su, Huiyong, 2006. "Structural prepayment risk behavior of the underlying mortgages for residential mortgage life insurance in a developing market," Journal of Housing Economics, Elsevier, vol. 15(3), pages 257-278, September.
    14. Stinebrickner, Ralph & Stinebrickner, T.R.Todd R., 2004. "Time-use and college outcomes," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 243-269.
    15. 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," University of Western Ontario, Departmental Research Report Series 20008, University of Western Ontario, Department of Economics.
    16. Torberg Falch & Bjarne Strøm, 2003. "Teacher Turnover and Non-Pecuniary Factors," Working Paper Series 3604, Department of Economics, Norwegian University of Science and Technology.

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