Optimally combining censored and uncensored datasets

Paul Devereux and Gautam Tripathi

Journal of Econometrics, 2009, vol. 151, issue 1, 17-32

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.

Keywords: Censoring; Combining; datasets; Generalized; method; of; moments (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

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Related works:
Working Paper: Optimally Combining Censored and Uncensored Datasets (2008)
Working Paper: Optimally combining censored and uncensored datasets (2008)
Working Paper: Optimally Combining Censored and Uncensored Datasets (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:151:y:2009:i:1:p:17-32

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