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Practical estimation methods for linked employer-employee data

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  • Andrews, Martyn
  • Schank, Thorsten
  • Upward, Richard

Abstract

"Methods for the analysis of linked employer-employee data are not yet available in standard econometrics packages. In this paper, we make the fixed-effects methods developed orginally by Abowd, Kramarz, Margolis and others more accessible, where possible, and show how they can be implemented in Stata. To illustrate these techniques, we give an example using German linked data. There is a caveat: when the number of plants is prohibitively large and the investigator wants to estimate the correlation between the worker and firm unobserved heterogeneities, the regression-based techniques discussed are not feasible. We also report an estimate of the correlation of zero. In this version of the paper, we replace our earlier Two-Step estimator by a Classical Minimum Distance estimator." (Author's abstract, IAB-Doku) ((en)) Additional Information Die Quelle enthält die Stata-Code-Programme zum Herunterladen. In dem Appendix des IAB Discussion Paper ist der Stata-Code abgedruckt, so dass bei Interesse die Modelle nachgeschätzt bzw. auf andere Fragestellungen angewendet werden können.

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File URL: http://doku.iab.de/discussionpapers/2004/dp0304.pdf
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Bibliographic Info

Paper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series IAB Discussion Paper with number 200403.

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Length: 42 pages
Date of creation: 23 Aug 2004
Date of revision:
Handle: RePEc:iab:iabdpa:200403

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Keywords: IAB-Linked-Employer-Employee-Datensatz; Schätzung; Datenanalyse; Software; statistische Methode;

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References

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  1. Bender, Stefan & Haas, Anette & Klose, Christoph, 2000. "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers 117, Institute for the Study of Labor (IZA).
  2. Max Gruetter & Rafael Lalive, 2004. "Job Mobility And Industry Wage Differentials Evidence From Matched Employer Employee Data," Royal Economic Society Annual Conference 2004 140, Royal Economic Society.
  3. John M. Abowd & Francis Kramarz & David N. Margolis, 1994. "High-Wage Workers and High-Wage Firms," CIRANO Working Papers 94s-23, CIRANO.
  4. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
  5. Goux, Dominique & Maurin, Eric, 1999. "Persistence of Interindustry Wage Differentials: A Reexamination Using Matched Worker-Firm Panel Data," Journal of Labor Economics, University of Chicago Press, vol. 17(3), pages 492-533, July.
  6. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-98, November.
  7. M. Andrews & L. Gill & R. Upward, 2006. "High wage workers and low wage firms: Negative assortative matching or statistical artefact?," The School of Economics Discussion Paper Series 0615, Economics, The University of Manchester.
  8. John M. Abowd & Robert H. Creecy & Francis Kramarz, 2002. "Computing Person and Firm Effects Using Linked Longitudinal Employer-Employee Data," Longitudinal Employer-Household Dynamics Technical Papers 2002-06, Center for Economic Studies, U.S. Census Bureau.
  9. Abowd, John M. & Kramarz, Francis, 1999. "The analysis of labor markets using matched employer-employee data," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 40, pages 2629-2710 Elsevier.
  10. Boozer, Michael A., 1997. "Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995," Econometric Theory, Cambridge University Press, vol. 13(05), pages 747-754, October.
  11. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.
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