NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Daniel Egel

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Working Papers

April 2011Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)
with Bryan S. Graham, Cristine Campos de Xavier Pinto: w16928
We propose a locally efficient, doubly robust, estimator for a class of semiparametric data combination problems. A leading estimand in this class is the average treatment effect on the treated (ATT). Data combination problems are related to, but distinct from, the class of missing data problems analyzed by Robins, Rotnitzky and Zhao (1994) (of which the Average Treatment Effect (ATE) estimand is a special case). Our procedure may be used to efficiently estimate, among other objects, the ATT, the two-sample instrumental variables model (TSIV), counterfactual distributions, and poverty maps. In an empirical application we use our procedure to characterize residual Black-White wage inequality after flexibly controlling for 'pre-market' differences in measured cognitive achievement as in Neal...
May 2008Inverse Probability Tilting for Moment Condition Models with Missing Data
with Bryan S. Graham, Cristine Campos de Xavier Pinto: w13981
We propose a new inverse probability weighting (IPW) estimator for moment condition models with missing data. Our estimator is easy to implement and compares favorably with existing IPW estimators, including augmented inverse probability weighting (AIPW) 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 dataset the early childhood achievement measure, the main regressor of interest, is missing for many units.

Published: Bryan S. Graham & Cristine Campos De Xavier Pinto & Daniel Egel, 2012. "Inverse Probability Tilting for Moment Condition Models with Missing Data," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 1053-1079. citation courtesy of

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