Search Results - subject:"missing data"

Identification of treatment effects on the treated with one-sided non-compliance

Frölich, Markus; Melly, Blaise - 2008

Traditional instrumental variable estimators do not generally estimate effects for the treated population but for the unobserved population of compliers. They do identify effects for the treated when there is one-sided perfect non-compliance. However, this property is lost when covariates are...

Persistent link: https://www.econbiz.de/10010268552

Proxying ability by family background in returns to schooling estimations is generally a bad idea

Mellander, Erik; Sandgren-Massih, Sofia - 2008

A regression model is considered where earnings are explained by schooling and ability. It is assumed that schooling is measured with error and that there are no data on ability. Regressing earnings on observed schooling then yields an estimate of the return to schooling that is subject to...

Persistent link: https://www.econbiz.de/10010273950

Modelos de puntuación crediticia: La falta de información y el uso de datos de una central de riesgos

Balzarotti, Verónica; Castelpoggi, Fernando - 2008

The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the...

Persistent link: https://www.econbiz.de/10010325097

Flexible Spatial and Temporal Hedonic Price Indexes for Housing in the Presence of Missing Data

Syed, Iqbal; Hill, Robert J.; Melser, Daniel - School of Economics, UNSW Business School - 2008

account for missing data (a huge problem in housing data sets). Ours is the first study to use MI in this context. We also … Temporal Hedonic Price Indexes for Housing in the Presence of Missing Data Iqbal Syed, Robert J. Hill and Daniel Melser … Indexes for Housing in the Presence of Missing Data Iqbal Syeda, Robert J. Hillb;a and Daniel Melserc Draft: 26 September 2008 …

Persistent link: https://www.econbiz.de/10005422743

A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results.

Tserkezos, Dikaios; Tsagarakis, Konstantinos - Department of Economics, University of Crete - 2008

This short paper demonstrates the effects of using missing data on the power of the well-known Hausman (1978) test for … and nonlinear structural models. Using Monte Carlo techniques, we find that the existence of missing data could affect … is increasing significantly especially in small samples. A Full Information Maximum Likelihood Missing Data correction …

Persistent link: https://www.econbiz.de/10005040022

An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model

Conniffe, Denis; Donal O’Neill - Department of Economics, National University of Ireland - 2008

A common approach to dealing with missing data in econometrics is to estimate the model on the common subset of data …, by necessity throwing away potentially useful data. In this paper we consider a particular pattern of missing data on …

Persistent link: https://www.econbiz.de/10005656653

A new framework for managing and analyzing multiply imputed data in Stata

Carlin, John B.; Galati, John C.; Royston, Patrick - In: Stata Journal 8 (2008) 1, pp. 49-67

A new set of tools is described for performing analyses of an ensemble of datasets that includes multiple copies of the original data with imputations of missing values, as required for the method of multiple imputation. The tools replace those originally developed by the authors. They are based...

Persistent link: https://www.econbiz.de/10005583254

Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects

Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro - Cowles Foundation for Research in Economics, Yale University - 2008

non-classical measurement error models, missing data and treatment effects. …

Persistent link: https://www.econbiz.de/10005593352

International R and D Spillovers and Institutions

Hoffmaister, Alexander W.; Coe, David T.; Helpman, Elhanan - International Monetary Fund (IMF) - 2008

The empirical analysis in "International R&D Spillovers" (Coe and Helpman, 1995) is first revisited by applying modern panel cointegration estimation techniques to an expanded data set that we have constructed for the purpose of this study. The new estimates confirm the key results reported in...

Persistent link: https://www.econbiz.de/10005768791

A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data

Bee, Marco; Espa, Giuseppe - Dipartimento di Economia e Management, Università … - 2008

Carlo simulation. Second, we give an example using a simulated dataset. Finally, a comparison with the standard non-missing … data case shows that the algorithm gives consistent results. …

Persistent link: https://www.econbiz.de/10005628790