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Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples

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Cited by:

  1. Ruhm, Christopher J. & Black, William E., 2002. "Does drinking really decrease in bad times?," Journal of Health Economics, Elsevier, vol. 21(4), pages 659-678, July.
  2. Gary Solon & Steven J. Haider & Jeffrey M. Wooldridge, 2015. "What Are We Weighting For?," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 301-316.
  3. Christopher J. Ruhm, 2018. "Deaths of Despair or Drug Problems?," NBER Working Papers 24188, National Bureau of Economic Research, Inc.
  4. Pannenberg, Markus, 2007. "Risk Aversion and Reservation Wages," IZA Discussion Papers 2806, Institute of Labor Economics (IZA).
  5. William J Carrington & John L Eltinge & Kristin McCue, 2000. "An Economist's Primer on Survey Samples," Working Papers 00-15, Center for Economic Studies, U.S. Census Bureau.
  6. David Gunawan & William Griffths & Anatasios Panagiotelis and Duangkamon Chotikapanich, 2017. "Bayesian Weighted Inference from Surveys "Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selecti," Department of Economics - Working Papers Series 2030, The University of Melbourne.
  7. Carlos Madeira, 2019. "Computing population weights for the EFH survey," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(1), pages 004-026, April.
  8. Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006. "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, vol. 74(5), pages 577-592, September.
  9. Ruhm, Christopher J., 2015. "Recessions, healthy no more?," Journal of Health Economics, Elsevier, vol. 42(C), pages 17-28.
  10. Ramalho Esmeralda A., 2010. "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-34, September.
  11. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
  12. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
  13. Chul-In Lee & Gary Solon, 2009. "Trends in Intergenerational Income Mobility," The Review of Economics and Statistics, MIT Press, vol. 91(4), pages 766-772, November.
  14. Joao M.C. Santos Silva & Rainer Winkelmann, 2024. "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers 0124, School of Economics, University of Surrey.
  15. 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.
  16. 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.
  17. Jarvis, Justin, 2015. "Individual determinants of homelessness: A descriptive approach," Journal of Housing Economics, Elsevier, vol. 30(C), pages 23-32.
  18. Denis Conniffe & Donal O'Neill, 2011. "Efficient Probit Estimation with Partially Missing Covariates," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 209-245, Emerald Group Publishing Limited.
  19. Carba, Delia B. & Tan, Vivencia L. & Adair, Linda S., 2009. "Early childhood length-for-age is associated with the work status of Filipino young adults," Economics & Human Biology, Elsevier, vol. 7(1), pages 7-17, March.
  20. Buchinsky, Moshe & Li, Fanghua & Liao, Zhipeng, 2022. "Estimation and inference of semiparametric models using data from several sources," Journal of Econometrics, Elsevier, vol. 226(1), pages 80-103.
  21. Michael Baker & Nicole M. Fortin, 2001. "Occupational gender composition and wages in Canada, 1987–1988," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(2), pages 345-376, May.
  22. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers 07/03, Institute for Fiscal Studies.
  23. Garth Heutel & Christopher J. Ruhm, 2016. "Air Pollution and Procyclical Mortality," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(3), pages 667-706.
  24. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December.
  25. Richard Bluhm & Pascal Polonik & Kyle S. Hemes & Luke C. Sanford & Susanne A. Benz & Morgan C. Levy & Katharine L. Ricke & Jennifer A. Burney, 2022. "Disparate air pollution reductions during California’s COVID-19 economic shutdown," Nature Sustainability, Nature, vol. 5(6), pages 509-517, June.
  26. Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  27. Laszlo Goerke & Markus Pannenberg, 2005. "Severance Pay and the Shadow of the Law: Evidence for West Germany," Discussion Papers of DIW Berlin 541, DIW Berlin, German Institute for Economic Research.
  28. Donna K. Ginther & Kathy J. Hayes, 2003. "Gender Differences in Salary and Promotion for Faculty in the Humanities 1977–95," Journal of Human Resources, University of Wisconsin Press, vol. 38(1).
  29. Mazzoli, Camilla & Ferretti, Riccardo & Filotto, Umberto, 2024. "Financial literacy and financial advice seeking: Does product specificity matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 98-110.
  30. Ruhm, Christopher J., 2005. "Healthy living in hard times," Journal of Health Economics, Elsevier, vol. 24(2), pages 341-363, March.
  31. Raffaele Miniaci & Sergio Pastorello, 2010. "Mean-variance econometric analysis of household portfolios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 481-504.
  32. Tarozzi, Alessandro, 2007. "Calculating Comparable Statistics From Incomparable Surveys, With an Application to Poverty in India," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 314-336, July.
  33. Ramalho, Esmeralda A., 2002. "Regression models for choice-based samples with misclassification in the response variable," Journal of Econometrics, Elsevier, vol. 106(1), pages 171-201, January.
  34. Terry-Ann Craigie, 2008. "Effects of Paternal Presence and Family Stability on Child Cognitive Performance," Working Papers 1015, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing..
  35. David Roodman, 2022. "Schooling and Labor Market Consequences of School Construction in Indonesia: Comment," Papers 2207.09036, arXiv.org, revised Mar 2024.
  36. Goerke, Laszlo & Pannenberg, Markus, 2009. "The effects of income taxation on severance pay," Labour Economics, Elsevier, vol. 16(1), pages 107-118, January.
  37. Nevo, Aviv, 2003. "Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 43-52, January.
  38. Ruhm, Christopher J., 2019. "Drivers of the fatal drug epidemic," Journal of Health Economics, Elsevier, vol. 64(C), pages 25-42.
  39. Ana L. De La O & Daniel Rubenson, 2010. "Strategies for Dealing with the Problem of Non-overlapping Units of Assignment and Outcome Measurement in Field Experiments," The ANNALS of the American Academy of Political and Social Science, , vol. 628(1), pages 189-199, March.
  40. Donna K. Ginther, 2001. "Does science discriminate against women? Evidence from academia, 1973–97," FRB Atlanta Working Paper 2001-2, Federal Reserve Bank of Atlanta.
  41. Michael Baker & Nicole M. Fortin, 1998. "Gender Composition and Wages: Why is Canada different from the United States?," Working Papers baker-98-02, University of Toronto, Department of Economics.
  42. Sasaki, Yuya & Ura, Takuya, 2023. "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, vol. 234(2), pages 394-450.
  43. Darío Tortarolo, 2014. "Female Labor Supply and Fertility. Causal Evidence for Latin America," CEDLAS, Working Papers 0166, CEDLAS, Universidad Nacional de La Plata.
  44. Štěpán Jurajda & Dejan Kovač, 2021. "Names and behavior in a war," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(1), pages 1-33, January.
  45. Rodrigo Belo & Pedro Ferreira & Rahul Telang, 2016. "Spillovers from Wiring Schools with Broadband: The Critical Role of Children," Management Science, INFORMS, vol. 62(12), pages 3450-3471, December.
  46. Reback, RandallRandall, 2004. "The impact of college course offerings on the supply of academically talented public school teachers," Journal of Econometrics, Elsevier, vol. 121(1-2), pages 377-404.
  47. Santos Silva, J.M.C. & Murteira, J.M.R., 2009. "Estimation of default probabilities using incomplete contracts data," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 457-465, June.
  48. Ludger Wossmann, 2005. "The effect heterogeneity of central examinations: evidence from TIMSS, TIMSS-Repeat and PISA," Education Economics, Taylor & Francis Journals, vol. 13(2), pages 143-169.
  49. Sahan T. M. Dissanayake & Amy W. Ando, 2014. "Valuing Grassland Restoration: Proximity to Substitutes and Trade-offs among Conservation Attributes," Land Economics, University of Wisconsin Press, vol. 90(2), pages 237-259.
  50. Kim, Hugh H. & Maurer, Raimond & Mitchell, Olivia S., 2021. "How financial literacy shapes the demand for financial advice at older ages," The Journal of the Economics of Ageing, Elsevier, vol. 20(C).
  51. repec:pri:crcwel:wp08-03-ff is not listed on IDEAS
  52. Esmeralda Ramalho & Joaquim Ramalho, 2006. "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, vol. 25(4), pages 475-496.
  53. Yongli Sang & Xin Dang & Yichuan Zhao, 2020. "Depth-based weighted jackknife empirical likelihood for non-smooth U-structure equations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 573-598, June.
  54. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Hyytinen, Ari & Väänänen, Lotta, 2004. "Could Mr. and Mrs. Capital Market Imperfection Please Step Forward? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Discussion Papers 887, The Research Institute of the Finnish Economy.
  56. Cheti Nicoletti & Franco Peracchi, 2006. "The effects of income imputation on microanalyses: evidence from the European Community Household Panel," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 169(3), pages 625-646, July.
  57. Han, Chirok & Kim, Beomsoo, 2011. "A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated," Economics Letters, Elsevier, vol. 110(2), pages 163-165, February.
  58. Parcel Joshua D. & Schroeter John R. & Azzam Azzeddine M, 2017. "A Re-Examination of Multistage Economies in Hog Farming," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 15(2), pages 1-15, December.
  59. John Bailey Jones & Sangeeta Pratap, 2020. "An Estimated Structural Model of Entrepreneurial Behavior," American Economic Review, American Economic Association, vol. 110(9), pages 2859-2898, September.
  60. Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 1053-1079.
  61. Christopher J. Cronin & David K. Guilkey & Ilene S. Speizer, 2019. "Measurement error in discrete health facility choice models: An example from urban Senegal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1102-1120, November.
  62. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1717-1728, December.
  63. Brownstone, David, 2001. "Discrete Choice Modeling for Transportation," University of California Transportation Center, Working Papers qt29v7d1pk, University of California Transportation Center.
  64. Bhattacharya, Debopam, 2005. "Asymptotic inference from multi-stage samples," Journal of Econometrics, Elsevier, vol. 126(1), pages 145-171, May.
  65. Esmeralda A. Ramalho & Richard J. Smith, 2013. "Discrete Choice Non-Response," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 343-364.
  66. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
  67. Tenglong Li & Jordan Lawson, 2021. "A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting," Papers 2109.00171, arXiv.org.
  68. Xinwei Ma & Jingshen Wang, 2018. "Robust Inference Using Inverse Probability Weighting," Papers 1810.11397, arXiv.org, revised May 2019.
  69. Baser, Onur & Gardiner, Joseph C & Bradley, Cathy J & Given, Charles W, 2004. "Estimation from Censored Medical Cost Data," MPRA Paper 102198, University Library of Munich, Germany.
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