Consistent estimation and orthogonality

Tiemen Woutersen

doi:10.1108/S0731-9053(2011)000027A009

Consistent estimation and orthogonality

Tiemen Woutersen

Research output: Chapter in Book/Report/Conference proceeding › Chapter

1 Scopus citations

Abstract

Observations in a dataset are rarely missing at random. One can control for this non-random selection of the data by introducing fixed effects or other nuisance parameters. This chapter deals with consistent estimation the presence of many nuisance parameters. It derives a new orthogonality concept that gives sufficient conditions for consistent estimation of the parameters of interest. It also shows how this orthogonality concept can be used to derive and compare estimators. The chapter then shows how to use the orthogonality concept to derive estimators for unbalanced panels and incomplete data sets (missing data).

Original language	English (US)
Title of host publication	Missing Data Methods
Subtitle of host publication	Cross-Sectional Methods and Applications
Editors	William Greene, David Drukker
Pages	155-178
Number of pages	24
DOIs	https://doi.org/10.1108/S0731-9053(2011)000027A009
State	Published - Dec 1 2011
Externally published	Yes

Publication series

Name	Advances in Econometrics
Volume	27 A
ISSN (Print)	0731-9053

Keywords

Causal inference
Information orthogonality
Missing data
Panel data

ASJC Scopus subject areas

Economics and Econometrics

Access to Document

10.1108/S0731-9053(2011)000027A009

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