05355nam 2200649 a 450 991045776240332120200520144314.01-283-35486-197866133548601-78052-525-7(CKB)2550000000075820(EBL)823633(OCoLC)769342567(SSID)ssj0000613356(PQKBManifestationID)11386648(PQKBTitleCode)TC0000613356(PQKBWorkID)10585123(PQKB)10716881(MiAaPQ)EBC823633(Au-PeEL)EBL823633(CaPaEBR)ebr10520749(CaONFJC)MIL335486(EXLCZ)99255000000007582020120110d2011 uy 0engur|n|---|||||txtccrMissing data methods[electronic resource] cross-sectional methods and applications /edited by David M. Drukker1st ed.Bingley [England] Emerald Group Pub.20111 online resource (352 p.)Advances in econometrics,0731-9053 ;v. 27Description based upon print version of record.1-78052-524-9 Includes bibliographical references.Front Cover; Missing Data Methods: Cross-sectional Methods and Applications; Copyright Page; Contents; List of contributors; Introduction; Cross-sectional methods and applications; Acknowledgments; References; The elephant in the corner: a cautionary tale about measurement error in treatment effects models; Introduction; Consequences of measurement error; Evidence of measurement error; Causal inference under conditional independence; Estimation in the Absence of Measurement Error; Monte carlo study; Results; Conclusion; Notes; Acknowledgments; ReferencesRecent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected reviewIntroduction; Models with incomplete data; Measurement Error; Concluding remarks; Notes; References; Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling; Introduction; Four types of estimators; A simulation study; Conclusions; ACKNOWLEDGMENTS; References; Taking into Account FX-FX for Asymptotic Variance; Efficient estimation of the dose-response function under ignorability using subclassification on the covariatesIntroductionModel, identification, and estimator; Large sample results; Simulations; Extensions and final remarks; Notes; Acknowledgments; References; Average derivative estimation with missing responses; Introduction; The model and estimator; Asymptotic results; Monte carlo experiments; Acknowledgments; References; Auxiliary Notation and Results; Main Proofs; Consistent estimation and orthogonality; Introduction; Preliminaries and notation; The likelihood function: three orthogonality concepts; Inference based on the score; Inconsistency of the integrated likelihood estimator; ConclusionNotesAcknowledgment; References; Orthogonality in the single index model; On the estimation of selection models when participation is endogenous and misclassified; Introduction; The model and estimator; Sampling algorithm; Simulated data example; Summary and conclusions; Notes; Acknowledgments; References; summary tables for additional simulations; Process for simulating non--normal errors; Efficient probit estimation with partially missing covariates; Introduction; Model Specification; Efficient estimators and variances; Testing assumptions and possible modifications; Other modelsSimulationsEmpirical application to portfolio allocation; Conclusion; Notes; Acknowledgment; References; Efficient estimators of Bx and Bw; Variances of Bx and Bw; The case of observed Y; Nonlinear difference-in-difference treatment effect estimation: A distributional analysis; Introduction; Methodology; Monte Carlo simulation; Empirical application; Conclusion; Notes; Acknowledgment; References; Bayesian analysis of multivariate sample selection models using gaussian copulas; Introduction; Copulas; Model; Estimation; Applications; Concluding remarks; Acknowledgments; ReferencesEstimating the average treatment effect based on direct estimation of the conditional treatment effectVolume 27 of Advances in Econometrics, entitled Missing Data Methods, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling.Advances in econometrics ;v. 27.Missing observations (Statistics)Electronic books.Missing observations (Statistics)330.015195Drukker David M965149MiAaPQMiAaPQMiAaPQBOOK9910457762403321Missing data methods2189718UNINA