The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional … fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct …

. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional … fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct …

Approximation formulae are developed for the bias of ordinary andgeneralized Least Squares Dummy Variable (LSDV …) estimators in dynamicpanel data models. Results from Kiviet (1995, 1999) are extended tohigher-order dynamic panel data models … proper modelling of thedisturbance covariance structure is indispensable. The biasapproximations are used to construct bias …

Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel … corrected versions of it are comparedwith IV and GMM regarding: coefficient bias, accuracy of varianceestimators - both of the … disturbances and of the coefficientestimators - and the actual size of coefficient tests. A reasonablysimple and consistent bias …

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models …. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models …. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

mimic panel estimates. We create two metrics for assessing the grouping process, one for each potential source of bias. If …Pseudo-panels allow estimation of panel models when only repeated cross-sections are available. This involves grouping … individuals into cohorts and using the cohort means as if they are observations in a genuine panel. Their practical use is …

that the bias does not meaningfully impact the signs, significance, or magnitude of regression slope coefficients. Our …The "Lake Wobegon Effect'' describes the potential bias introduced into survey-based analyses of education issues …-survey data in place of official-records data meaningfully biases regression estimates. We investigate this by capitalizing on a …

inflation in formal education degrees could be found. -- Measurement error ; EM by the method of weights ; wage regression …