Inverse Probability Tilting for Moment Condition Models with Missing Data

S-Tier
Journal: Review of Economic Studies
Year: 2012
Volume: 79
Issue: 3
Pages: 1053-1079

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a new inverse probability weighting (IPW) estimator for moment condition models with missing data. Our estimator is easy to implement and compares favourably with existing IPW estimators, including augmented IPW estimators, in terms of efficiency, robustness, and higher-order bias. We illustrate our method with a study of the relationship between early Black--White differences in cognitive achievement and subsequent differences in adult earnings. In our data set, the early childhood achievement measure, the main regressor of interest, is missing for many units. Copyright , Oxford University Press.

Technical Details

RePEc Handle
repec:oup:restud:v:79:y:2012:i:3:p:1053-1079
Journal Field
General
Author Count
3
Added to Database
2026-01-25