Consistent estimation of linear regression models using matched~data

DOI10.1016/J.JECONOM.2017.07.006MaRDI QIDQ1706498zbMATH OpenOpenAlexFDO

Authors Peng Zhang

Publication date 22 March 2018

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2017.07.006

zbMATH Keywords

indirect inferencelinear regressionbias correctionmatching estimationmeasurement error bias

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A Martingale Representation for Matching Estimators
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• An elementary estimator of the partial linear model
• Asymptotic moments of near–neighbour distance distributions
• Bandwidth choice for nonparametric regression
• Bias-Corrected Matching Estimators for Average Treatment Effects
• Combining Micro and Macro Data in Microeconometric Models
• Confidence intervals based on survey data with nearest neighbor imputation
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Does matching overcome LaLonde's critique of nonexperimental estimators?
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• GMM redundancy results for general missing data problems
• Ideal spatial adaptation by wavelet shrinkage
• Jackknife Variance Estimation for Nearest-Neighbor Imputation
• Large Sample Properties of Matching Estimators for Average Treatment Effects
• Matching on the estimated propensity score
• Root-N-Consistent Semiparametric Regression
• Statistical Inference in Instrumental Variables Regression with I(1) Processes

Cited in

(3)

• Efficient estimation with missing data and endogeneity
• Consistent regression using data-dependent coverings
• Yet another look at the omitted variable bias

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