Estimating Engel curves under unit and item nonresponse
Article first published online: 4 JAN 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 27, Issue 7, pages 1076–1099, November/December 2012
How to Cite
De Luca, G. and Peracchi, F. (2012), Estimating Engel curves under unit and item nonresponse. J. Appl. Econ., 27: 1076–1099. doi: 10.1002/jae.1232
- Issue published online: 27 NOV 2012
- Article first published online: 4 JAN 2011
This paper estimates food Engel curves using data from the first wave of the Survey on Health, Aging and Retirement in Europe (SHARE). Our statistical model simultaneously takes into account selectivity due to unit and item nonresponse, endogeneity problems, and issues related to flexible specification of the relationship of interest. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the unobservables in the model follow a multivariate Gaussian distribution, while the semiparametric specification avoids distributional assumptions about the unobservables. Copyright © 2011 John Wiley & Sons, Ltd.