Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available
分析当样本不是从目标总体随机抽取时，如何利用辅助信息（目标总体的矩）计算权重，使加权数据的矩等于额外矩，并应用于荷兰交通面板数据以处理样本流失问题。
This article analyzes generalized method of moments estimation when the sample is not a random draw from the population of interest. Auxiliary information, in the form of moments from the population of interest, is exploited to compute weights that are proportional to the inverse probability of selection. The essential idea is to construct weights for each observation in the primary data such that the moments of the weighted data are set equal to the additional moments. The estimator is applied to the Dutch Transportation Panel, in which refreshment draws were taken from the population of interest to deal with heavy attrition of the original panel. It is shown how these additional samples can be used to adjust for sample selection.