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Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models

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Author Info
Kölling, Arnd
Rässler, Susanne (Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany])
Abstract

"This paper illustrates the effects of item-nonresponse in surveys on the results of multivariate statistical analysis when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a normal/Wishart model is applied. Data of the German IAB Establishment Panel from waves 2000 and 2001 are used to estimate the establishment’s productivity. The processes of constructing, editing, and transforming the variables needed for the analyst’s as well as the imputer’s models are described. It is shown that standard multiple imputation techniques can be used to estimate sophisticated econometric models from large-scale panel data exposed to item-nonresponse. Basis of the empirical analysis is a stochastic production frontier model with labour and capital as input factors. The results show that a model of technical inefficiency is favoured compared to a case where we assume different production functions in East and West Germany. Also we see that the effect of regional setting on technical inefficiency increases when inference is based on multiply imputed data sets. This could have influence on the economic and regional policies in Germany in the future." (author's abstract, IAB-Doku) ((en))

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Paper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series IAB Discussion Paper with number 200405.

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Length: 34 pages
Date of creation: 07 Oct 2004
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Handle: RePEc:iab:iabdpa:200405

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Related research
Keywords: IAB-Betriebspanel; multivariate Analyse; Datenanalyse; Befragung; Unternehmen; Antwortverhalten; statistische Methode; Schätzung; regionale Disparität; Ökonometrie - Modell; technischer Fortschritt; Produktivität; Markov-Ketten; Monte-Carlo-Methode; Ostdeutschland; Westdeutschland; Bundesrepublik Deutschland;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data
D24 - Microeconomics - - Production and Organizations - - - Production; Capital and Total Factor Productivity; Capacity

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jensen, Uwe & Rässler, Susanne, 2007. "The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data," IAB-Forschungsbericht 200703, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  2. Alda, Holger & Bellmann, Lutz & Gartner, Hermann, 2005. "Wage structure and labour mobility in the West German private sector 1993-2000," IAB Discussion Paper 200518, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  3. Rässler, Susanne, 2006. "Der Einsatz von Missing Data Techniken in der Arbeitsmarktforschung des IAB," IAB-Forschungsbericht 200618, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
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