DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wang, Sheng | ko |
dc.contributor.author | Shao, Jun | ko |
dc.contributor.author | Kim, Jae Kwang | ko |
dc.date.accessioned | 2016-10-04T02:57:08Z | - |
dc.date.available | 2016-10-04T02:57:08Z | - |
dc.date.created | 2016-09-08 | - |
dc.date.created | 2016-09-08 | - |
dc.date.issued | 2014-07 | - |
dc.identifier.citation | STATISTICA SINICA, v.24, no.3, pp.1097 - 1116 | - |
dc.identifier.issn | 1017-0405 | - |
dc.identifier.uri | http://hdl.handle.net/10203/212994 | - |
dc.description.abstract | Estimation based on data with nonignorable nonresponse is considered when the joint distribution of the study variable y and covariate x is nonparametric and the nonresponse probability conditional on y and x has a parametric form. The likelihood based on observed data may not be identifiable even when the joint distribution of y and x is parametric. We show that this difficulty can be overcome by utilizing a nonresponse instrument, an auxiliary variable related to y but not related to the nonresponse probability conditional on y and x. Under some conditions we can apply the generalized method of moments (GMM) to obtain estimators of the parameters in the nonresponse probability and the nonparametric joint distribution of y and x. Consistency and asymptotic normality of GMM estimators are established. Simulation results and an application to a data set from the Korean Labor and Income Panel Survey are also presented | - |
dc.language | English | - |
dc.publisher | STATISTICA SINICA | - |
dc.subject | MODELS | - |
dc.subject | ADJUST | - |
dc.title | AN INSTRUMENTAL VARIABLE APPROACH FOR IDENTIFICATION AND ESTIMATION WITH NONIGNORABLE NONRESPONSE | - |
dc.type | Article | - |
dc.identifier.wosid | 000340697800003 | - |
dc.identifier.scopusid | 2-s2.0-84901428193 | - |
dc.type.rims | ART | - |
dc.citation.volume | 24 | - |
dc.citation.issue | 3 | - |
dc.citation.beginningpage | 1097 | - |
dc.citation.endingpage | 1116 | - |
dc.citation.publicationname | STATISTICA SINICA | - |
dc.identifier.doi | 10.5705/ss.2012.074 | - |
dc.contributor.localauthor | Kim, Jae Kwang | - |
dc.contributor.nonIdAuthor | Wang, Sheng | - |
dc.contributor.nonIdAuthor | Shao, Jun | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Consistency and asymptotic normality | - |
dc.subject.keywordAuthor | generalized method of moments | - |
dc.subject.keywordAuthor | missing not at random | - |
dc.subject.keywordAuthor | nonparametric distribution | - |
dc.subject.keywordAuthor | nonresponse instrument | - |
dc.subject.keywordAuthor | parametric propensity | - |
dc.subject.keywordPlus | MODELS | - |
dc.subject.keywordPlus | ADJUST | - |
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