TY  - JOUR
AU  - Graham,Bryan S.
AU  - Pinto,Cristine Campos de Xavier
AU  - Egel,Daniel
TI  - Inverse Probability Tilting for Moment Condition Models with Missing Data
JF  - National Bureau of Economic Research Working Paper Series
VL  - No. 13981
PY  - 2008
Y2  - May 2008
UR  - http://www.nber.org/papers/w13981
L1  - http://www.nber.org/papers/w13981.pdf
N1  - Author contact info:
Bryan S. Graham
University of California - Berkeley
508-1 Evans Hall #3880
Berkeley, CA 94720-3880
Tel: (510) 642 4752
E-Mail: bgraham@econ.berkeley.edu

Cristine Campos de Xavier Pinto
Escola de Economia de São Paulo, FGV/SP
Rua Itapeva 474, sala 1200
São Paulo– SP, Brasil, 01332-000
E-Mail: cristinepinto@gmail.com

Daniel Egel
Institute on Global Conflict and Cooperation (IGCC
University of California - San Diego
9500 Gilman Drive, MC 0518
La Jolla, CA 92093-0518
E-Mail: degel@ucsd.edu
AB  - 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.
ER  -