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Estimating Engel curves under unit and item nonresponse

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  • Giuseppe De Luca
  • Franco Peracchi

Abstract

This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible specification of the relationship of interest. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the unobservables in the model follow a multivariate Gaussian distribution, while the semiparametric specification avoids distributional assumptions about the unobservables.

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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 27 (2012)
Issue (Month): 7 (November)
Pages: 1076-1099

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Handle: RePEc:wly:japmet:v:27:y:2012:i:7:p:1076-1099

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Citations

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Cited by:
  1. Giuseppe De Luca & Valeria Perotti, 2011. "Estimation of ordered response models with sample selection," Stata Journal, StataCorp LP, vol. 11(2), pages 213-239, June.
  2. Omar Paccagnella, 2011. "Anchoring vignettes with sample selection due to non‐response," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 665-687, 07.
  3. Cristina Barceló, 2008. "The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances," Banco de Espa�a Working Papers 0829, Banco de Espa�a.

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