Panel regression with multiplicative measurement errors
The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators. ► The...
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| Veröffentlicht in: | Economics letters 2011-02, Vol.110 (2), p.136-139 |
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| container_end_page | 139 |
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| container_issue | 2 |
| container_start_page | 136 |
| container_title | Economics letters |
| container_volume | 110 |
| creator | Ronning, Gerd Schneeweiss, Hans |
| description | The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.
► The paper focuses on multiplicative errors. ► Such errors are added to the data in order to minimize the disclosure risk. ► Multiplicative errors are often used to minimize disclosure risk of micro data. ► In the US Longitudinal Employer-Household Dynamics Program this approach is used. ► Our corrected estimator provides consistent estimates for such anonymized data sets. |
| doi_str_mv | 10.1016/j.econlet.2010.11.002 |
| format | Article |
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► The paper focuses on multiplicative errors. ► Such errors are added to the data in order to minimize the disclosure risk. ► Multiplicative errors are often used to minimize disclosure risk of micro data. ► In the US Longitudinal Employer-Household Dynamics Program this approach is used. ► Our corrected estimator provides consistent estimates for such anonymized data sets.</description><subject>Asymptotic variance</subject><subject>Bias correction</subject><subject>Disclosure control</subject><subject>Error</subject><subject>Estimation</subject><subject>Linear models</subject><subject>Measurement</subject><subject>Multiplicative measurement errors</subject><subject>Panel data</subject><subject>Panel regression</subject><subject>Panel regression Multiplicative measurement errors Bias correction Asymptotic variance Disclosure control</subject><issn>0165-1765</issn><issn>1873-7374</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2011</creationdate><recordtype>article</recordtype><sourceid>X2L</sourceid><recordid>eNqFkE1LAzEQhoMoWKs_Qdibp62ZzSbZPYkUv1DQg55DNp3YlP0ySSv-e7O0eDUwzDB53pfhJeQS6AIoiOvNAs3QtxgXBZ12sKC0OCIzqCTLJZPlMZkljucgBT8lZyFsKIWilnxG5Jvusc08fnoMwQ199u3iOuu2bXRj64yObodZhzpsPXbYxwy9H3w4JydWtwEvDn1OPu7v3peP-cvrw9Py9iU3pSxiLqwVFYrCGl2BbaApeK1rYRvbFKtGlJLXpeWcagSoWGl0YzSytLcrqYFyNidXe9_RD19bDFF1Lhhs23T2sA2q4pRzQTkkku9J44cQPFo1etdp_6OAqikntVGHnNSUkwJQKaeke97rPI5o_kSYnhkmeKeYhsQz_ZMqSSE1N42pxumTCQWsVuvYJbebvRumUHYOvQrGYW9w5TyaqFaD--eeX58njjw</recordid><startdate>20110201</startdate><enddate>20110201</enddate><creator>Ronning, Gerd</creator><creator>Schneeweiss, Hans</creator><general>Elsevier B.V</general><general>Elsevier</general><scope>DKI</scope><scope>X2L</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>8BJ</scope><scope>FQK</scope><scope>JBE</scope></search><sort><creationdate>20110201</creationdate><title>Panel regression with multiplicative measurement errors</title><author>Ronning, Gerd ; Schneeweiss, Hans</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c472t-6ff68e62fca81fb1b259a96fbfb2db647594f550ae11834cabcae3647fd7a1053</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2011</creationdate><topic>Asymptotic variance</topic><topic>Bias correction</topic><topic>Disclosure control</topic><topic>Error</topic><topic>Estimation</topic><topic>Linear models</topic><topic>Measurement</topic><topic>Multiplicative measurement errors</topic><topic>Panel data</topic><topic>Panel regression</topic><topic>Panel regression Multiplicative measurement errors Bias correction Asymptotic variance Disclosure control</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Ronning, Gerd</creatorcontrib><creatorcontrib>Schneeweiss, Hans</creatorcontrib><collection>RePEc IDEAS</collection><collection>RePEc</collection><collection>CrossRef</collection><collection>International Bibliography of the Social Sciences (IBSS)</collection><collection>International Bibliography of the Social Sciences</collection><collection>International Bibliography of the Social Sciences</collection><jtitle>Economics letters</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Ronning, Gerd</au><au>Schneeweiss, Hans</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Panel regression with multiplicative measurement errors</atitle><jtitle>Economics letters</jtitle><date>2011-02-01</date><risdate>2011</risdate><volume>110</volume><issue>2</issue><spage>136</spage><epage>139</epage><pages>136-139</pages><issn>0165-1765</issn><eissn>1873-7374</eissn><abstract>The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.
► The paper focuses on multiplicative errors. ► Such errors are added to the data in order to minimize the disclosure risk. ► Multiplicative errors are often used to minimize disclosure risk of micro data. ► In the US Longitudinal Employer-Household Dynamics Program this approach is used. ► Our corrected estimator provides consistent estimates for such anonymized data sets.</abstract><pub>Elsevier B.V</pub><doi>10.1016/j.econlet.2010.11.002</doi><tpages>4</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0165-1765 |
| ispartof | Economics letters, 2011-02, Vol.110 (2), p.136-139 |
| issn | 0165-1765 1873-7374 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_850556051 |
| source | RePEc; Elsevier ScienceDirect Journals Complete |
| subjects | Asymptotic variance Bias correction Disclosure control Error Estimation Linear models Measurement Multiplicative measurement errors Panel data Panel regression Panel regression Multiplicative measurement errors Bias correction Asymptotic variance Disclosure control |
| title | Panel regression with multiplicative measurement errors |
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