Optimally Combining Censored and Uncensored Datasets

Paul Devereux and Gautam Tripathi

No 2005-10, Working papers from University of Connecticut, Department of Economics

Abstract: Economists and other social scientists often face situations where they have access to two datasets that they can use but one set of data suffers from censoring or truncation. If the censored sample is much bigger than the uncensored sample, it is common for researchers to use the censored sample alone and attempt to deal with the problem of partial observation in some manner. Alternatively, they simply use only the uncensored sample and ignore the censored one so as to avoid biases. It is rarely the case that researchers use both datasets together, mainly because they lack guidance about how to combine them. In this paper, we develop a simple semiparametric framework for combining the censored and uncensored datasets 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. We also demonstrate how refreshment samples for this application can be created by combining cohort information across census datasets. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples.

Keywords: Censoring; Empirical Likelihood; GMM; Refreshment samples; Truncation (search for similar items in EconPapers)
JEL-codes: C14 C24 C34 C51 (search for similar items in EconPapers)
Pages: 49 pages
Date: 2005-04, Revised 2007-10
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://media.economics.uconn.edu/working/2005-10r.pdf Full text (revised version) (application/pdf)
https://media.economics.uconn.edu/working/2005-10.pdf Full text (original version) (application/pdf)

Related works:
Journal Article: Optimally combining censored and uncensored datasets (2009)
Working Paper: Optimally Combining Censored and Uncensored Datasets (2008)
Working Paper: Optimally combining censored and uncensored datasets (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:uct:uconnp:2005-10

Access Statistics for this paper

More papers in Working papers from University of Connecticut, Department of Economics University of Connecticut 365 Fairfield Way, Unit 1063 Storrs, CT 06269-1063. Contact information at EDIRC.
Bibliographic data for series maintained by Mark McConnel ().