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Inverse probability weighted M-estimators for sample selection, attrition, and stratification

2002-08Journal article Restricted access
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dc.contributor.authorWooldridge, Jeffrey M.
dc.date.accessioned2018-05-23T09:34:20Z
dc.date.available2018-05-23T09:34:20Z
dc.date.issued2002-08
dc.description.abstractI provide an overviewof inverse probability weighted (IPW)M-estimators for cross section and two-period panel data applications. Under an ignorability assumption, I show that population parameters are identified,and provide straightforward √ N-consistent and asymptotically normal estimation methods. I show that estimating a binary response selection model by conditional maximum likelihood leads to a more efficient estimator than using known probabilities,a result that unifies several disparate results in the literature. But IPW estimation is not a panacea: in some important cases of nonresponse,unweighted estimators will be consistent under weaker ignorability assumptions.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationWooldridge, Jeffrey M. (2002). "Inverse probability weighted M-estimators for sample selection, attrition, and stratification". Portuguese Economic Journal, 1(2):117-139pt_PT
dc.identifier.doi10.1007/s10258-002-0008-xpt_PT
dc.identifier.issn1617-982X (print)
dc.identifier.issn1617-9838 (online)
dc.identifier.urihttp://hdl.handle.net/10400.5/15460
dc.language.isoporpt_PT
dc.peerreviewedyespt_PT
dc.publisherSpringer Verlagpt_PT
dc.subjectAttritionpt_PT
dc.subjectInverse probability weightingpt_PT
dc.subjectM-estimatorpt_PT
dc.subjectNonresponsept_PT
dc.subjectSample selectionpt_PT
dc.subjectTreatment effectpt_PT
dc.titleInverse probability weighted M-estimators for sample selection, attrition, and stratificationpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.conferencePlaceLisboapt_PT
oaire.citation.endPage139pt_PT
oaire.citation.issue2pt_PT
oaire.citation.startPage117pt_PT
oaire.citation.titlePortuguese Economic Journalpt_PT
oaire.citation.volume1pt_PT
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT

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Portuguese Economic Journal, 2002, Volume 1, Nº 2