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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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Suggested Citation

  • Giuseppe De Luca & Franco Peracchi, 2012. "Estimating Engel curves under unit and item nonresponse," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(7), pages 1076-1099, November.
    • Handle: RePEc:wly:japmet:v:27:y:2012:i:7:p:1076-1099
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    Cited by:

    1. Cristina Barceló, 2008. "The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances," Working Papers 0829, Banco de España.
    2. Trevisan, Elisabetta & Zantomio, Francesca, 2016. "The impact of acute health shocks on the labour supply of older workers: Evidence from sixteen European countries," Labour Economics, Elsevier, vol. 43(C), pages 171-185.
    3. 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, July.
    4. 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.
    5. Kossova, Elena & Kupriianova, Liubov & Potanin, Bogdan, 2020. "Parametric and semiparametric multivariate sample selection models estimators’ accuracy: Comparative analysis on simulated data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 119-139.
    6. Makshanchikov, Konstantin, 2020. "Russians’ spending on sports: Econometric analysis on Levada-Center data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 115-138.

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