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Optimally combining censored and uncensored datasets

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  • Devereux, Paul J.
  • Tripathi, Gautam

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.

Suggested Citation

  • Devereux, Paul J. & Tripathi, Gautam, 2009. "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, vol. 151(1), pages 17-32, July.
  • Handle: RePEc:eee:econom:v:151:y:2009:i:1:p:17-32
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    1. Maria K. Humlum & Jannie H.G. Kristoffersen & Rune Vejlin, 2012. "Timing of College Enrollment and Family Formation Decisions," Economics Working Papers 2012-01, Department of Economics and Business Economics, Aarhus University.
    2. Humlum, Maria Knoth & Kristoffersen, Jannie H.G. & Vejlin, Rune, 2017. "College admissions decisions, educational outcomes, and family formation," Labour Economics, Elsevier, vol. 48(C), pages 215-230.
    3. 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 of Labor Economics (IZA).
    4. Karimi, Seyed M. & Taghvatalab, Golnaz, 2020. "Access to higher education and the likelihood of being married," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 22-33.
    5. Xiaohong Chen & Han Hong & Denis Nekipelov, 2011. "Nonlinear Models of Measurement Errors," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 901-937, December.
    6. Josefine Koebe & Jan Marcus, 2022. "The Length of Schooling and the Timing of Family Formation [Income Taxes and the Timing of Marital Decisions]," CESifo Economic Studies, CESifo Group, vol. 68(1), pages 1-45.
    7. Josefine Koebe & Jan Marcus, 2020. "The Impact of the Length of Schooling on the Timing of Family Formation," Discussion Papers of DIW Berlin 1896, DIW Berlin, German Institute for Economic Research.

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    More about this item

    Keywords

    Censoring Combining datasets Generalized method of moments;

    JEL classification:

    • 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; Threshold 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

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