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Estimating an Earnings Function from Coarsened Data by an Interval Censored Regression Procedure

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Author Info
Reza Daniels
Sandrine Rospabé () (University of Cape Town)

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Abstract

This paper estimates an earnings function where the dependent variable is a mix of point and interval data using an interval regression model based on a pseudo-maximum likelihood estimation procedure. The analysis uses the 1999 OHS, and takes into account point and interval income observations, as well as design features of the survey including stratification, clustering and weights. In developing and applying the methodology, it is shown that researchers interested in analysing the determinants of income in a meaningful way need not be hampered by the presence of both point and interval observations, and can in fact account for these simultaneously using a generalised Tobit model. By incorporating survey design features into the analysis of the variance, some changes were needed to the estimation procedure and this is where the pseudo-likelihood becomes useful. However, this then affects how the coefficients of the model are interpreted, and researchers are encouraged to focus attention on the confluence of these factors.

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File URL: http://www.commerce.uct.ac.za/Research_Units/dpru/WorkingPapers/PDF_Files/WP_05-91.pdf
File Format: application/pdf
File Function: First version, 2005
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Publisher Info
Paper provided by University of Cape Town, Development Policy Research Unit in its series Working Papers with number 9632.

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Length: 19 pages
Date of creation: Feb 2005
Date of revision:
Publication status: Published in Working Paper Series by the Development Policy Research Unit, February 2005, pages 1-19
Handle: RePEc:ctw:wpaper:9632

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Related research
Keywords: South Africa: Generalised Tobit Model; Pseudo Maximum Likelihood Estimation; Complex Survey Data;

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Find related papers by JEL classification:
C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

Cited by:
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  1. Dieter von Fintel, 2006. "Earnings bracket obstacles in household surveys – How sharp are the tools in the shed?," Working Papers 08/2006, Stellenbosch University, Department of Economics. [Downloadable!]
Statistics
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This page was last updated on 2009-12-5.


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