Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higherorder variance of semiparametrically efficient parametric estimators, so long as the estimate of the bias is asymptotically linear. It is...

In panel surveys, some observation units drop out before the end of the observation period. This panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens, Ridder and Rubin propose the Additively Nonignorable (AN) attrition model to correct for the...