The Loss in Efficiency from Using Grouped Data to Estimate Coefficients of Group Level Variables.

We derive the efficiency loss from using grouped data to estimate coefficients of variables that vary across groups but not individuals within a group (e.g., state unemployment rates) when micro data are unavailable on the dependent variable. We present an empirical example of our theoretical results, and show that the efficiency loss in this application is small. Citation Copyright 1996 by Kluwer Academic Publishers.

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Year of publication:	1996
Authors:	Lang, Kathleen M ; Gottschalk, Peter
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 9.1996, 4, p. 355-61
Publisher:	Society for Computational Economics - SCE

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005542274