01792cam a22002417 4500001000600000003000500006005001700011008004100028100001600069245012600085260006600211490005100277500001900328520073600347530006101083538007201144538003601216690009701252710004201349830008601391856003701477856003601514t0275NBER20170120094046.0170120s2001 mau||||fs|||| 000 0 eng d1 aNevo, Aviv.10aUsing Weights to Adjust for Sample Selection When Auxiliary Information is Availableh[electronic resource] /cAviv Nevo. aCambridge, Mass.bNational Bureau of Economic Researchc2001.1 aNBER technical working paper seriesvno. t0275 aNovember 2001.3 aIn this paper I analyze GMM estimation when the sample is not a random draw from the population of interest. I exploit auxiliary information, in the form of moments from the population of interest, in order to compute weights that are proportional to the inverse probability of selection. The essential idea is to construct weights, for each observation in the primary data, such that the moments of the weighted data are set equal to the additional moments. The estimator is applied to the Dutch Transportation Panel, in which refreshment draws were taken from the population of interest in order to deal with heavy attrition of the original panel. I show how these additional samples can be used to adjust for sample selection. aHardcopy version available to institutional subscribers. aSystem requirements: Adobe [Acrobat] Reader required for PDF files. aMode of access: World Wide Web. 7aC23 - Panel Data Models • Spatio-temporal Models2Journal of Economic Literature class.2 aNational Bureau of Economic Research. 0aTechnical Working Paper Series (National Bureau of Economic Research)vno. t0275.4 uhttp://www.nber.org/papers/t027541uhttp://dx.doi.org/10.3386/t0275