Optimally combining censored and uncensored datasets
Paul Devereux () and
Gautam Tripathi ()
No 200820, Working Papers from School of Economics, University College Dublin
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: Sampling (Statistics); Economics--Statistical methods (search for similar items in EconPapers)
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http://hdl.handle.net/10197/744 First version, 2008 (application/pdf)
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 (2007)
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