Inverse Probability Tilting for Moment Condition Models with Missing Data
42 Pages Posted: 12 May 2008 Last revised: 15 Sep 2022
Date Written: May 2008
Abstract
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.
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