Monotonicity Conditions and Inequality Imputation for Sample Selection and Non-Response Problems
Under a sample selection or non-response problem where a response variable y is observed only when a condition Î´=1 is met, the identified mean E(y|Î´=1) is not equal to the desired mean E(y). But the monotonicity condition E(y|Î´=1)â‰¤E(y|Î´=0) yields an informative bound E(y|Î´=1)â‰¤E(y), which is enough for certain inferences. For example, in a majority voting with Î´ being vote-turnout, it is enough to know if E(y)>0.5 or not, for which E(y|Î´=1)>0.5 is sufficient under the monotonicity. The main question is then whether the monotonicity condition is testable, and if not, when it is plausible. Answering to these queries, when there is a "proxy" variable z related to y but fully observed, we provide a test for the monotonicity; when z is not available, we provide primitive conditions and plausible models for the monotonicity. Going further, when both y and z are binary, bivariate monotonicities of the type P(y,z|Î´=1)â‰¤P(y,z|Î´=0) are considered, which can lead to sharper bounds for P(y). As an empirical example, a data set on the 1996 US presidential election is analyzed to see if the Republican candidate could have won had everybody voted, i.e., to see if P(y)>0.5 where y=1 is voting for the Republican candidate
|Date of creation:||11 Aug 2004|
|Contact details of provider:|| Phone: 1 212 998 3820|
Fax: 1 212 995 4487
Web page: http://www.econometricsociety.org/pastmeetings.asp
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Horowitz, Joel & Manski, Charles, 1997. "Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data," Working Papers 97-16, University of Iowa, Department of Economics.
- Lee, Myoung-jae & Melenberg, Bertrand, 1998. "Bounding quantiles in sample selection models," Economics Letters, Elsevier, vol. 61(1), pages 29-35, October.
- DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001.
- Charles F. Manski & John V. Pepper, 2000.
"Monotone Instrumental Variables, with an Application to the Returns to Schooling,"
Econometric Society, vol. 68(4), pages 997-1012, July.
- Charles F. Manski & John V. Pepper, 1998. "Monotone Instrumental Variables: With an Application to the Returns to Schooling," Virginia Economics Online Papers 308, University of Virginia, Department of Economics.
- Charles F. Manski & John V. Pepper, 1998. "Monotone Instrumental Variables with an Application to the Returns to Schooling," NBER Technical Working Papers 0224, National Bureau of Economic Research, Inc.
When requesting a correction, please mention this item's handle: RePEc:ecm:ausm04:93. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.