Inverse Probability Tilting for Moment Condition Models with Missing Data
缺失数据矩条件模型的逆概率倾斜估计
We propose a new inverse probability weighting (IPW) estimator for moment condition models with missing data. Our estimator is easy to implement and compares favourably with existing IPW estimators, including augmented IPW 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 data set,…