Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data
Abstract"In this paper, stochastic production frontier models are estimated with IAB establishment data from waves 2002 and 2003 to find important determinants of productivity and ineffciency. The data suffer from nonresponse in the most important variables (output, capital and labor) leading to the loss of 25 % of the observations and possibly imprecise estimates and invalid test statistics. Therefore, the missing values are multiply imputed. Analyzes of the estimation results show that, particularly in the ineffciency submodel, working with multiply imputed data reveals some interesting and plausible results which are not available when ignoring missing observations." (Author's abstract, IAB-Doku) ((en))
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Bibliographic InfoPaper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series IAB Discussion Paper with number 200515.
Length: 34 pages
Date of creation: 26 Jul 2005
Date of revision:
Publication status: published in: Zeitschrift für ArbeitsmarktForschung, Jg. 39, H. 2, 2006, p. 277-295
IAB-Betriebspanel; Schätzung; Fehler; Datenaufbereitung; angewandte Statistik; Imputationsverfahren;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
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- Meeusen, Wim & van den Broeck, Julien, 1977. "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 435-44, June.
- Lazear, Edward P, 1981. "Agency, Earnings Profiles, Productivity, and Hours Restrictions," American Economic Review, American Economic Association, vol. 71(4), pages 606-20, September.
- 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.
- Reifschneider, David & Stevenson, Rodney, 1991. "Systematic Departures from the Frontier: A Framework for the Analysis of Firm Inefficiency," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(3), pages 715-23, August.
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