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Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie, Eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Ausländern

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  • Rainer Winkelmann

    ()
    (IZA Bonn)

Abstract

Die übliche Schätzfunktion zur Bestimmung der relativen Lohndifferenz mittels Dummyvariable in einer log-linearen Regressionsfunktion ist inkonsistent, falls gruppenspezifische Heteroskedastie vorliegt. Die Richtung und Größenordnung der Verzerrung wird abgeleitet. Ein Fallbeispiel zur Lohnbestimmung am deutschen Arbeitsmarkt zeigt, daß eine Vernachlässigung dieses Problems zu einer Unterschätzung des Lohnvorteiles von Deutschen gegenüber zugewanderten Arbeitnehmern führt, da die Löhne von Ausländern eine geringere Streuung aufweisen. An Beispielen aus der Literatur wie auch in einer eigenständingen Analyse mittels Daten des Deutschen Sozioökonomischen Panels für das Jahr 1996 werden Verzerrungen von bis zu 25 Prozent nachgewiesen.

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Bibliographic Info

Article provided by Justus-Liebig University Giessen, Department of Statistics and Economics in its journal Journal of Economics and Statistics.

Volume (Year): 221 (2001)
Issue (Month): 4 (July)
Pages: 418-431

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Handle: RePEc:jns:jbstat:v:221:y:2001:i:4:p:418-431

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Keywords: Retransformation; Normalverteilung; relative bereinigte Lohndifferenz;

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