Cover Image

Stochastische Überlagerung mit Hilfe der Mischungsverteilung

The paper considers the effect of additive and multiplicative measurement errors on the estimation of linear models.We assume that such measurement errors have been applied to the micro data by purpose in order to protect them against re-identification. In particular measurement errors with a bimodal mixture distribution are analyzed. First the case of cross-section data is assumed. Then for panel data both the "naive' estimator ("within estimator", mixed effects estimator) and IV estimators are considered. In particular the effect of autocorrelation of regressors in short panels is discussed.
Year of publication:
2009-03
Authors: Ronning, Gerd
Institutions: Institut für Angewandte Wirtschaftsforschung (IAW)
Subject: bimodal mixture distribution
Full text |
Extent:
application/pdf
Series:
IAW Discussion Papers. - ISSN 1617-5654.
Type of publication: Book / Working Paper
Language: German
Notes:
The text is part of a series RePEc:iaw:iawdip Number 48 170 pages
Classification: F2 - International Factor Movements and International Business ; F43 - Economic Growth of Open Economies
Source:
Similar items by subject
Similar items by person