Wooldridge, Jeffrey M.2018-05-232018-05-232002-08Wooldridge, Jeffrey M. (2002). "Inverse probability weighted M-estimators for sample selection, attrition, and stratification". Portuguese Economic Journal, 1(2):117-1391617-982X (print)1617-9838 (online)http://hdl.handle.net/10400.5/15460I 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.porAttritionInverse probability weightingM-estimatorNonresponseSample selectionTreatment effectjournal article10.1007/s10258-002-0008-x