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Optimally Combining Censored and Uncensored Datasets

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Author Info
Devereux, Paul J.
Tripathi, Gautam

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Abstract

We develop a simple semiparametric framework for combining censored and uncensored samples so that the resulting estimators are consistent, asymptotically normal, and use all information optimally. No nonparametric smoothing is required to implement our estimators. To illustrate our results in an empirical setting, we show how to estimate the effect of changes in compulsory schooling laws on age at first marriage, a variable that is censored for younger individuals. We find positive effects of the laws on age at first marriage but the effects are much smaller than would be inferred if one ignored the censoring problem. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 6990.

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Date of creation: Oct 2008
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Handle: RePEc:cpr:ceprdp:6990

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Related research
Keywords: age at first marriage; censored data; compulsory schooling;

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Find related papers by JEL classification:
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models
J12 - Labor and Demographic Economics - - Demographic Economics - - - Marriage; Marital Dissolution; Family Structure

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    Other versions:
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    Other versions:
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  16. SandraE. Black & PaulJ. Devereux & KjellG. Salvanes, 2008. "Staying in the Classroom and out of the maternity ward? The effect of compulsory schooling laws on teenage births," Economic Journal, Royal Economic Society, vol. 118(530), pages 1025-1054, 07. [Downloadable!] (restricted)
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  18. Arellano, Manuel & Meghir, Costas, 1992. "Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets," Review of Economic Studies, Blackwell Publishing, vol. 59(3), pages 537-59, July. [Downloadable!] (restricted)
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  20. Ridder, Geert & Moffitt, Robert, 2007. "The Econometrics of Data Combination," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 75 Elsevier. [Downloadable!] (restricted)
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