GMM with Multiple Missing Variables (replication data)

DOI

We consider efficient estimation in moment conditions models with non-monotonically missing-at-random (MAR) variables. A version of MAR point-identifies the parameters of interest and gives a closed-form efficient influence function that can be used directly to obtain efficient semi-parametric generalized method of moments (GMM) estimators under standard regularity conditions. A small-scale Monte Carlo experiment with MAR instrumental variables demonstrates that the asymptotic superiority of these estimators over the standard methods carries over to finite samples. An illustrative empirical study of the relationship between a child's years of schooling and number of siblings indicates that these GMM estimators can generate results with substantive differences from standard methods.

Identifier
DOI https://doi.org/10.15456/jae.2022326.0657853618
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:775543
Provenance
Creator Chaudhuri, Saraswata; Guilkey, David K.
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2016
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics