Optimally Combining Censored and Uncensored Datasets

Paul J. Devereux () and Gautam Tripathi

No 6990, CEPR Discussion Papers from C.E.P.R. Discussion Papers

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. We find positive effects of the laws on age at first marriage but the effects are much smaller than would be inferred if one ignored the censoring problem. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples.

Keywords: age at first marriage; censored data; compulsory schooling (search for similar items in EconPapers)
JEL-codes: C34 J12 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2008-10
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Related works:
Working Paper: Optimally combining Censored and Uncensored Datasets (2008)
Working Paper: Optimally Combining Censored and Uncensored Datasets (2007)
Journal Article: Optimally combining censored and uncensored datasets (2009)
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