Optimally combining Censored and Uncensored Datasets
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. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples.Download Info
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Paper provided by School Of Economics, University College Dublin in its series Working Papers with number 200820.Length: 42 pages
Date of creation: 19 Sep 2008
Date of revision:
Handle: RePEc:ucn:wpaper:200820
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Keywords:Other versions of this item:
- Devereux, Paul J. & Tripathi, Gautam, 2009. "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, vol. 151(1), pages 17-32, July.
- Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers.
- Paul J. Devereux & Gautam Tripathi, 2005. "Optimally Combining Censored and Uncensored Datasets," Working papers 2005-10, University of Connecticut, Department of Economics, revised Oct 2007.
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
This paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-29 (All new papers)
- NEP-ECM-2008-09-29 (Econometrics)
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Maria K. Humlum & Jannie H.G. Kristoffersen & Rune Vejlin, 2012. "Timing of College Enrollment and Family Formation Decisions," Economics Working Papers 2012-01, School of Economics and Management, University of Aarhus.
- Powdthavee, Nattavudh & Adireksombat, Kampon, 2010. "From Classroom to Wedding Aisle: The Effect of a Nationwide Change in the Compulsory Schooling Law on Age at First Marriage in the UK," IZA Discussion Papers 5019, Institute for the Study of Labor (IZA).
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