Pooling Incomplete Data Sets
2022
Data needed in micro studies are not always available from just a single source.In such cases it might be possible to combine two or more independent samples.The problem studied in this paper is to estimate a linear function between y and x from one sample of y-observations and another of x-observations.This is feasible if there are common variables z which can be used to predict x.A two-stage least squares estimator is propounded, which, for the model considered, is also an ML estimator.Simulation experiments show that it has a good relative efficiency and virtually no small sample bias.