Optimally combining Censored and Uncensored Datasets

Paul J. Devereux () and Gautam Tripathi
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Gautam Tripathi: University of Connecticut

No 200820, Working Papers from School Of Economics, University College Dublin

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. Results from a small simulation experiment suggest that the estimator proposed in this paper can work very well in finite samples.

New Economics Papers: this item is included in nep-ecm
Date: 2008-09-19
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http://www.ucd.ie/economics/research/papers/2008/WP08.20.pdf First version, 2008 (application/pdf)

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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