Semiparametric regression analysis with missing response at random
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Wang Q. & Linton O. & Hardle W., 2004. "Semiparametric Regression Analysis With Missing Response at Random," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 334-345, January.
References listed on IDEAS
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Newey, Whitney K & Powell, James L & Walker, James R, 1990.
"Semiparametric Estimation of Selection Models: Some Empirical Results,"
American Economic Review, American Economic Association, vol. 80(2), pages 324-328, May.
- Newey, W.K. & Powell, J.L. & Walker, J.R., 1990. "Semiparametric Estimation Of Selection Models: Some Empirical Results," Working papers 9001, Wisconsin Madison - Social Systems.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003.
"Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,"
Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," NBER Technical Working Papers 0251, National Bureau of Economic Research, Inc.
- Guido Imbens, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometric Society World Congress 2000 Contributed Papers 1166, Econometric Society.
- Qihua Wang & J. N. K. Rao, 2002. "Empirical Likelihood‐based Inference in Linear Models with Missing Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(3), pages 563-576, September.
- Yuichi Kitamura & Michael Stutzer, 1997. "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 65(4), pages 861-874, July.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
- Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
- Ahn, Hyungtaik & Powell, James L., 1993.
"Semiparametric estimation of censored selection models with a nonparametric selection mechanism,"
Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
- Ahn, H. & Powell, J.L., 1990. "Semiparametric Estimation Of Censored Selection Models With A Nonparametric Selection Mechanism," Working papers 90-33, Wisconsin Madison - Social Systems.
- Rice, John, 1986. "Convergence rates for partially splined models," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 203-208, June.
- James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(2), pages 261-294.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002.
"Semiparametric regression analysis under imputation for missing response data,"
SFB 373 Discussion Papers
2002,6, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003. "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series 454, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003. "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics 2206, London School of Economics and Political Science, LSE Library.
- Wolfgang Härdle & Oliver Linton & Wang & Qihua, 2003. "Semiparametric regression analysis with missing response at random," CeMMAP working papers 11/03, Institute for Fiscal Studies.
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Linton, Oliver, 1995.
"Second Order Approximation in the Partially Linear Regression Model,"
Econometrica, Econometric Society, vol. 63(5), pages 1079-1112, September.
- Oliver Linton, 1993. "Second Order Approximation in the Partially Linear Regression Model," Cowles Foundation Discussion Papers 1065, Cowles Foundation for Research in Economics, Yale University.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2021.
"A unified framework for efficient estimation of general treatment models,"
Quantitative Economics, Econometric Society, vol. 12(3), pages 779-816, July.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2018. "A Unified Framework for Efficient Estimation of General Treatment Models," Papers 1808.04936, arXiv.org, revised Aug 2018.
- Chunrong Ai & Oliver Linton & Kaiji Motegi & Zheng Zhang, 2019. "A Unified Framework for Efficient Estimation of General Treatment Models," CeMMAP working papers CWP64/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ai, C. & Linton, O. & Motegi, K. & Zhang, Z., 2019. "A Unified Framework for Efficient Estimation of General Treatment Models," Cambridge Working Papers in Economics 1934, Faculty of Economics, University of Cambridge.
- Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011.
"A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom,"
Journal of Econometrics, Elsevier, vol. 164(1), pages 92-115, September.
- Alev Atak & Oliver Linton & Zhijie Xiao, 2010. "A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom," Boston College Working Papers in Economics 762, Boston College Department of Economics.
- Alev Atak & Oliver Linton & Zhijie Xiao, 2011. "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print hal-00844810, HAL.
- Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010. "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper 22079, University Library of Munich, Germany.
- repec:hal:journl:peer-00844810 is not listed on IDEAS
- Ichimura, Hidehiko & Todd, Petra E., 2007.
"Implementing Nonparametric and Semiparametric Estimators,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74,
Elsevier.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006.
"Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand,"
NBER Technical Working Papers
0330, National Bureau of Economic Research, Inc.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
- Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009.
"Dealing with limited overlap in estimation of average treatment effects,"
Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
- Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016.
"Semiparametric Estimation With Generated Covariates,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1140-1177, October.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric estimation with generated covariates," SFB 649 Discussion Papers 2011-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2011. "Semiparametric Estimation with Generated Covariates," IZA Discussion Papers 6084, Institute of Labor Economics (IZA).
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2014. "Semiparametric Estimation with Generated Covariates," SFB 649 Discussion Papers 2014-043, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Guido W. Imbens & Jeffrey M. Wooldridge, 2009.
"Recent Developments in the Econometrics of Program Evaluation,"
Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
- Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
- Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
- Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2011.
"Inference on Treatment Effects After Selection Amongst High-Dimensional Controls,"
Papers
1201.0224, arXiv.org, revised May 2012.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP10/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 26/13, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2012. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers 10/12, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "Inference on treatment effects after selection amongst high-dimensional controls," CeMMAP working papers CWP26/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lewbel, Arthur, 2007.
"Endogenous selection or treatment model estimation,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
- Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
- Wang, Qihua & Su, Miaomiao & Wang, Ruoyu, 2021. "A beyond multiple robust approach for missing response problem," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Kyungchul Song, 2009. "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive 09-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- James J. Heckman & Petra E. Todd, 2009.
"A note on adapting propensity score matching and selection models to choice based samples,"
Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
- Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, Institute of Labor Economics (IZA).
- James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
- Ai, Chunrong & Linton, Oliver & Zhang, Zheng, 2022. "Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models," Journal of Econometrics, Elsevier, vol. 228(1), pages 39-61.
- Haotian Chen & Xibin Zhang, 2014. "Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption," Monash Econometrics and Business Statistics Working Papers 28/14, Monash University, Department of Econometrics and Business Statistics.
- James J. Heckman, 2008. "The Principles Underlying Evaluation Estimators with an Application to Matching," Annals of Economics and Statistics, GENES, issue 91-92, pages 9-73.
- Joo, Joonhwi & LaLonde, Robert J., 2014. "Testing for Selection Bias," IZA Discussion Papers 8455, Institute of Labor Economics (IZA).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ifs:cemmap:11/03. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Emma Hyman (email available below). General contact details of provider: https://edirc.repec.org/data/cmifsuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.