統計学輪講（第03回） 日時 2012年04月24日(火) 14時50分～16時30分 場所 経済学部新棟３階第３教室 講演者 市村英彦 (経済) 演題 Estimation of Models with Incomplete Data by Combining Two Data Sets 概要 We study an incomplete data problem in which one data set does not contain all variables relevant for an empirical analysis or some variables are reported to be only in some ranges. The proposed method presumes the existence of another data set which contains a subset of variables in the original data set and the missing variables in the original data set. This assumption combined with a parametric structural assumption and some joint variation assumption on the variables in the auxiliary data set are shown to be sufficient to identify the effects of missing variables as well as those of the non-missing variables in the parametric structural relationship for a wide variety of problems. Our framework extends the existing method for the linear-in-parameters models in the incomplete data literature to non-linear models. General conditions under which the proposed estimators for the identified parameters exhibit consistency and asymptotic normality are developed.