Consistent estimation of linear regression models using matched~data

DOI10.1016/J.JECONOM.2017.07.006zbMATH Open1386.62019OpenAlexW1744273656MaRDI QIDQ1706498FDOQ1706498

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

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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)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
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• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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• A Martingale Representation for Matching Estimators
• Does matching overcome LaLonde's critique of nonexperimental estimators?
• Large Sample Properties of Matching Estimators for Average Treatment Effects
• Matching on the estimated propensity score
• Bandwidth choice for nonparametric regression
• Bias-Corrected Matching Estimators for Average Treatment Effects
• Combining Micro and Macro Data in Microeconometric Models
• An elementary estimator of the partial linear model
• Asymptotic moments of near–neighbour distance distributions
• Jackknife Variance Estimation for Nearest-Neighbor Imputation
• GMM redundancy results for general missing data problems
• Confidence intervals based on survey data with nearest neighbor imputation

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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