Inverse probability weighted M-estimators for sample selection, attrition and stratification
Author
Abstract
Suggested Citation
DOI: 10.1920/wp.cem.2002.1102
Download full text from publisher
References listed on IDEAS
- 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.
- Charles Crawford & George Ferguson, 1970. "A general rotation criterion and its use in orthogonal rotation," Psychometrika, Springer;The Psychometric Society, vol. 35(3), pages 321-332, September.
- Le-Yu Chen & Jerzy Szroeter, 2009.
"Hypothesis testing of multiple inequalities: the method of constraint chaining,"
CeMMAP working papers
CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
- Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-1248, September.
- Halbert White, 2000. "A Reality Check for Data Snooping," Econometrica, Econometric Society, vol. 68(5), pages 1097-1126, September.
- Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.
- Wolak, Frank A, 1991. "The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models," Econometrica, Econometric Society, vol. 59(4), pages 981-995, July.
- Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wu, Meng-Wen & Shen, Chung-Hua & Hsu, Hsing-Hua & Chiu, Po-Hao, 2023. "Why did a bank with good governance perform worse during the financial crisis? The views of shareholder and stakeholder orientations," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Ambra Galeazzo & Toloue Miandar & Michela Carraro, 2024. "SDGs in corporate responsibility reporting: a longitudinal investigation of institutional determinants and financial performance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 28(1), pages 113-136, March.
- Clark, Andrew E. & Lee, Tom, 2021.
"Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study,"
Journal of Economic Behavior & Organization, Elsevier, vol. 181(C), pages 360-368.
- Clark, Andrew E. & Lee, Tom, 2017. "Early-life correlates of later-life well-being: evidence from the Wisconsin Longitudinal Study," LSE Research Online Documents on Economics 86608, London School of Economics and Political Science, LSE Library.
- Andrew E. Clark & Tom Lee, 2021. "Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study," PSE-Ecole d'économie de Paris (Postprint) halshs-02973079, HAL.
- Andrew E. Clark & Tom Lee, 2017. "Early-life correlates of later-life well-being: evidence from the Wisconsin longitudinal study," CEP Discussion Papers dp1512, Centre for Economic Performance, LSE.
- Clark, Andrew E. & Lee, Tom, 2017. "Early-Life Correlates of Later-Life Well-Being: Evidence from the Wisconsin Longitudinal Study," IZA Discussion Papers 11135, Institute of Labor Economics (IZA).
- Andrew E. Clark & Tom Lee, 2017. "Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study," PSE Working Papers halshs-01570052, HAL.
- Andrew E. Clark & Tom Lee, 2017. "Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study," Working Papers halshs-01570052, HAL.
- Clark, Andrew E. & Lee, Tom, 2017. "Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study," CEPREMAP Working Papers (Docweb) 1706, CEPREMAP.
- Andrew E. Clark & Tom Lee, 2021. "Early-life correlates of later-life well-being: Evidence from the Wisconsin Longitudinal Study," Post-Print halshs-02973079, HAL.
- Kugler, Maurice & Viollaz, Mariana & Duque, Daniel & Gaddis, Isis & Newhouse, David & Palacios-Lopez, Amparo & Weber, Michael, 2023.
"How did the COVID-19 crisis affect different types of workers in the developing world?,"
World Development, Elsevier, vol. 170(C).
- Kugler,Maurice David & Viollaz,Mariana & Vasconcellos Archer Duque,Daniel & Gaddis,Isis & Newhouse,David Locke & Palacios-Lopez,Amparo & Weber,Michael, 2021. "How Did the COVID-19 Crisis Affect Different Types of Workers in the Developing World ?," Policy Research Working Paper Series 9703, The World Bank.
- Kugler, Maurice David & Viollaz, Mariana & Vasconcellos Archer Duque, Daniel & Gaddis, Isis & Newhouse, David Locke & Palacios-Lopez, Amparo & Weber, Michael, 2021. "How Did the COVID-19 Crisis Affect Different Types of Workers in the Developing World?," Jobs Group Papers, Notes, and Guides 33191003, The World Bank.
- Maurice Kugler & Mariana Viollaz & Daniel Duque & Isis Gaddis & David Newhouse & Amparo Palacios-Lopez & Michael Weber, 2021. "How Did the COVID-19 Crisis Affect Different Types of Workers in the Developing World?," World Bank Publications - Reports 36168, The World Bank Group.
- Kugler, Maurice & Viollaz, Mariana & Duque, Daniel & Gaddis, Isis & Newhouse, David & Palacios-Lopez, Amparo & Weber, Michael, 2021. "How Did the COVID-19 Crisis Affect Different Types of Workers in the Developing World?," IZA Discussion Papers 14519, Institute of Labor Economics (IZA).
- Lohmann, Paul M. & Gsottbauer, Elisabeth & You, Jing & Kontoleon, Andreas, 2023.
"Anti-social behaviour and economic decision-making: Panel experimental evidence in the wake of COVID-19,"
Journal of Economic Behavior & Organization, Elsevier, vol. 206(C), pages 136-171.
- Lohmann, Paul M. & Gsottbauer, Elisabeth & You, Jing & Kontoleon, Andreas, 2023. "Anti-social behaviour and economic decision-making: panel experimental evidence in the wake of COVID-19," LSE Research Online Documents on Economics 117702, London School of Economics and Political Science, LSE Library.
- Sohail Ahmad Javeed & Rashid Latief & Umair Akram, 2023. "The Effects of Board Capital on Green Innovation to Improve Green Total Factor Productivity," Sustainability, MDPI, vol. 15(13), pages 1-18, June.
- Teresa D. Harrison & Daniel J. Henderson & Deniz Ozabaci & Christopher A. Laincz, 2023. "Does one size fit all in the non‐profit donation production function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(2), pages 373-402, April.
- Darden, M.E.;, 2023. "Cognitive Decline and Dynamic Selection," Health, Econometrics and Data Group (HEDG) Working Papers 23/09, HEDG, c/o Department of Economics, University of York.
- Jörg L. Spenkuch & Edoardo Teso & Guo Xu, 2023.
"Ideology and Performance in Public Organizations,"
Econometrica, Econometric Society, vol. 91(4), pages 1171-1203, July.
- Jorg L. Spenkuch & Edoardo Teso & Guo Xu, 2021. "Ideology and Performance in Public Organizations," NBER Working Papers 28673, National Bureau of Economic Research, Inc.
- Roxana Maurizio & Ana Paula Monsalvo & María Sol Catania & Silvana Martinez, 2023. "Short-term labour transitions and informality during the COVID-19 pandemic in Latin America," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-21, December.
- Antonella Francesca Cicchiello & Serena Gallo & Stefano Monferrà, 2023. "Financing the cultural and creative industries through crowdfunding: the role of national cultural dimensions and policies," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(1), pages 133-175, March.
- Chandra S. Mishra, 2023. "Managerial ability and strategic orientation," Review of Managerial Science, Springer, vol. 17(4), pages 1333-1363, May.
- Salim Morched & Ben Mohamed Ezzeddine & Anis Jarboui, 2023. "The impact of innovation type on the performance and social responsibility of French manufacturing companies," Environment Systems and Decisions, Springer, vol. 43(3), pages 433-452, September.
- Khanna, Rajat, 2023. "Passing the torch of knowledge: Star death, collaborative ties, and knowledge creation," Research Policy, Elsevier, vol. 52(1).
- Sokbae (Simon) Lee, 2003. "Estimating panel data duration models with censored data," CeMMAP working papers 13/03, Institute for Fiscal Studies.
- MATSUMOTO Kodai, 2024. "Effects of Welfare Receipt on Well-being: Evidence from older people in Japan," Discussion papers 24039, Research Institute of Economy, Trade and Industry (RIETI).
- Sana Saleem & Muhammad Usman & Muhammad Naveed Akhtar, 2023. "Does Private Information Always Hurt Retail Investors? The Impact of Private Information on Cost of Equity: Moderating Role of Investment Adjustment," SAGE Open, , vol. 13(4), pages 21582440231, November.
- Andreas F. Buehler & Patrick Lehnert & Uschi Backes-Gellner, 2023. "Curriculum Updates in Vocational Education and Changes in Graduates' Skills and Wages," Economics of Education Working Paper Series 0205, University of Zurich, Department of Business Administration (IBW).
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.- Chen, Le-Yu & Szroeter, Jerzy, 2014.
"Testing multiple inequality hypotheses: A smoothed indicator approach,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers CWP16/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2009.
"Hypothesis testing of multiple inequalities: the method of constraint chaining,"
CeMMAP working papers
CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
- Christian Gourieroux & Joann Jasiak, 2006. "A Degeneracy in the Analysis of Volatility and Covolatility Effects," Working Papers 2006-30, Center for Research in Economics and Statistics.
- Lokshin, B. & Carree, M.A. & Belderbos, R.A., 2004. "Testing for complementarity and substitutability in case of multiple practices," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Rosen, Adam M., 2008.
"Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 107-117, September.
- Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Resende, Marcelo & Strube, Eduardo & Zeidan, Rodrigo, 2014.
"Complementarity of innovation policies in Brazilian industry: An econometric study,"
International Journal of Production Economics, Elsevier, vol. 158(C), pages 9-17.
- Eduardo Strube & Marcelo Resende, 2009. "Complementarity of Innovation Policies in the Brazilian Industry: An Econometric Study," CESifo Working Paper Series 2780, CESifo.
- Kaplan, David M. & Zhuo, Longhao, 2021.
"Frequentist properties of Bayesian inequality tests,"
Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
- David M. Kaplan, 2015. "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers 1516, Department of Economics, University of Missouri.
- David M. Kaplan & Longhao Zhuo, 2019. "Frequentist properties of Bayesian inequality tests," Working Papers 1910, Department of Economics, University of Missouri.
- David M. Kaplan & Longhao Zhuo, 2018. "Frequentist size of Bayesian inequality tests," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019.
- Schorfheide, Frank & Moon, Hyungsik Roger, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions,"
CEPR Discussion Papers
5605, C.E.P.R. Discussion Papers.
- Hyungsik Roger Moon & Frank Schorfheide, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers 06.56, Institute of Economic Policy Research (IEPR).
- Bollerslev, Tim & Engle, Robert F. & Nelson, Daniel B., 1986. "Arch models," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 49, pages 2959-3038, Elsevier.
- Martin Huber & Giovanni Mellace, 2015.
"Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints,"
The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 398-411, May.
- Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series 1143, University of St. Gallen, School of Economics and Political Science.
- Patton, Andrew J. & Timmermann, Allan, 2010. "Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts," Journal of Financial Economics, Elsevier, vol. 98(3), pages 605-625, December.
- Fan, Yanqin & Shi, Xuetao, 2023. "Wald, QLR, and score tests when parameters are subject to linear inequality constraints," Journal of Econometrics, Elsevier, vol. 235(2), pages 2005-2026.
- Neto, Jose Cardoso & Paula, Gilberto A., 2001. "Wald one-sided test using generalized estimating equations approach," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 475-495, June.
- Moon, Hyungsik Roger & Schorfheide, Frank, 2009. "Estimation with overidentifying inequality moment conditions," Journal of Econometrics, Elsevier, vol. 153(2), pages 136-154, December.
- Cysneiros, Francisco Jose A. & Paula, Gilberto A., 2005. "Restricted methods in symmetrical linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 689-708, June.
- Yuichi Kitamura & Jörg Stoye, 2013.
"Nonparametric analysis of random utility models: testing,"
CeMMAP working papers
36/13, Institute for Fiscal Studies.
- Stoye, Jörg & Kitamura, Yuichi, 2013. "Nonparametric Analysis of Random Utility Models: Testing," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79753, Verein für Socialpolitik / German Economic Association.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric analysis of random utility models: testing," CeMMAP working papers CWP36/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yuichi Kitamura & Jorg Stoye, 2013. "Nonparametric Analysis of Random Utility Models: Testing," Cowles Foundation Discussion Papers 1902, Cowles Foundation for Research in Economics, Yale University.
- Martin Carree & Boris Lokshin & René Belderbos, 2011.
"A note on testing for complementarity and substitutability in the case of multiple practices,"
Journal of Productivity Analysis, Springer, vol. 35(3), pages 263-269, June.
- Carree, Martin & Lokshin, Boris & Belderbos, René, 2010. "A note on testing for complementarity and substitutability in the case of multiple practices," MERIT Working Papers 2010-056, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Susan Athey & Scott Stern, 1998. "An Empirical Framework for Testing Theories About Complimentarity in Organizational Design," NBER Working Papers 6600, National Bureau of Economic Research, Inc.
- Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
- Abadir, Karim M. & Distaso, Walter, 2007.
"Testing joint hypotheses when one of the alternatives is one-sided,"
Journal of Econometrics, Elsevier, vol. 140(2), pages 695-718, October.
- K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
Corrections
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:azt:cemmap:11/02. 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: Dermot Watson (email available below). General contact details of provider: https://edirc.repec.org/data/ifsssuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.