Missing data methods [[electronic resource] ] : cross-sectional methods and applications / / edited by David M. Drukker |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Bingley [England], : Emerald Group Pub., 2011 |
Descrizione fisica | 1 online resource (352 p.) |
Disciplina | 330.015195 |
Altri autori (Persone) | DrukkerDavid M |
Collana | Advances in econometrics |
Soggetto topico | Missing observations (Statistics) |
Soggetto genere / forma | Electronic books. |
ISBN |
1-283-35486-1
9786613354860 1-78052-525-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
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; References
Recent 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 covariates IntroductionModel, 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; Conclusion NotesAcknowledgment; 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 models SimulationsEmpirical 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; References Estimating the average treatment effect based on direct estimation of the conditional treatment effect |
Record Nr. | UNINA-9910457762403321 |
Bingley [England], : Emerald Group Pub., 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Missing data methods [[electronic resource] ] : cross-sectional methods and applications / / edited by David M. Drukker |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Bingley [England], : Emerald Group Pub., 2011 |
Descrizione fisica | 1 online resource (352 p.) |
Disciplina | 330.015195 |
Altri autori (Persone) | DrukkerDavid M |
Collana | Advances in econometrics |
Soggetto topico |
Business & Economics - Econometrics
Economics Econometrics Missing observations (Statistics) Economics - Statistical methods |
ISBN |
1-283-35486-1
9786613354860 1-78052-525-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction / David M. Drukker -- The elephant in the corner : a cautionary tale about measurement error in treatment effects models / Daniel L. Millimet -- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review / Yu Yvette Zhang, Qi Li, Dong Li -- Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling / Myoung-jae Lee, Sanghyeok Lee -- Efficient estimation of the dose-response function under ignorability using subclassification on the covariates / Matias D. Cattaneo, Max H. Farrell -- Average derivative estimation with missing responses / Francesco Bravo, Kim P. Huynh, David T. Jacho-Chávez -- Consistent estimation and orthogonality / Tiemen Woutersen -- On the estimation of selection models when participation is endogenous and misclassified / Ian M. McCarthy, Rusty Tchernis -- Efficient probit estimation with partially missing covariates / Denis Conniffe, Donal O'Neill -- Nonlinear difference-in-difference treatment effect estimation : a distributional analysis / Kim P. Huynh, David T. Jacho-Chávez, Marcel C. Voia -- Bayesian analysis of multivariate sample selection models using Gaussian copulas / Phillip Li, Mohammad Arshad Rahman -- Estimating the average treatment effect based on direct estimation of the conditional treatment effect / Jingping Gu, Juan Lin, Dandan Liu -- A missing variable imputation methodology with an empirical application / Gayaneh Kyureghian, Oral Capps, Rodolfo M. Nayga. |
Record Nr. | UNINA-9910781940403321 |
Bingley [England], : Emerald Group Pub., 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Missing data methods : cross-sectional methods and applications / / edited by David M. Drukker |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Bingley [England], : Emerald Group Pub., 2011 |
Descrizione fisica | 1 online resource (352 p.) |
Disciplina | 330.015195 |
Altri autori (Persone) | DrukkerDavid M |
Collana | Advances in econometrics |
Soggetto topico |
Business & Economics - Econometrics
Economics Econometrics Missing observations (Statistics) Economics - Statistical methods |
ISBN |
1-283-35486-1
9786613354860 1-78052-525-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction / David M. Drukker -- The elephant in the corner : a cautionary tale about measurement error in treatment effects models / Daniel L. Millimet -- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review / Yu Yvette Zhang, Qi Li, Dong Li -- Likelihood-based estimators for endogenous or truncated samples in standard stratified sampling / Myoung-jae Lee, Sanghyeok Lee -- Efficient estimation of the dose-response function under ignorability using subclassification on the covariates / Matias D. Cattaneo, Max H. Farrell -- Average derivative estimation with missing responses / Francesco Bravo, Kim P. Huynh, David T. Jacho-Chávez -- Consistent estimation and orthogonality / Tiemen Woutersen -- On the estimation of selection models when participation is endogenous and misclassified / Ian M. McCarthy, Rusty Tchernis -- Efficient probit estimation with partially missing covariates / Denis Conniffe, Donal O'Neill -- Nonlinear difference-in-difference treatment effect estimation : a distributional analysis / Kim P. Huynh, David T. Jacho-Chávez, Marcel C. Voia -- Bayesian analysis of multivariate sample selection models using Gaussian copulas / Phillip Li, Mohammad Arshad Rahman -- Estimating the average treatment effect based on direct estimation of the conditional treatment effect / Jingping Gu, Juan Lin, Dandan Liu -- A missing variable imputation methodology with an empirical application / Gayaneh Kyureghian, Oral Capps, Rodolfo M. Nayga. |
Record Nr. | UNINA-9910806246103321 |
Bingley [England], : Emerald Group Pub., 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|