DOI

Economists often use matched samples, especially when dealing with earning data where some observations are missing in one sample and need to be imputed from another sample. Hirukawa and Prokhorov (2018, Journal of Econometrics 203: 344–358) show that the ordinary least-squares estimator using matched samples is inconsistent and propose two consistent estimators. We describe a new command, msreg, that implements these two consistent estimators based on two samples. The estimators attain the parametric convergence rate if the number of continuous matching variables is no greater than four.

Язык оригиналаанглийский
Страницы (с-по)123-140
Число страниц18
ЖурналStata Journal
Том21
Номер выпуска1
DOI
СостояниеОпубликовано - мар 2021

    Предметные области Scopus

  • Математика (разное)

ID: 85598804