Monotonicity Conditions and Inequality Imputation for Sample-Selection and Non-Response Problems

• Main Author: Lee, Myoung-jae
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2007
• Subjects: Imputation; Monotonicity; Non-response; Orthant dependence; Sample selection; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/359; https://ink.library.smu.edu.sg/context/soe_research/article/1358/viewcontent/monore.dvi.pdf
• Institution: Singapore Management University

Under a sample selection or non-response problem, where a response variable y is observed only when a condition δ = 1 is met, the identified mean E(y|δ = 1) is not equal to the desired mean E(y). But the monotonicity condition E(y|δ = 1) ≤ E(y|δ = 0) yields an informative bound E(y|δ = 1) ≤ E(y), wh...