Advanced Search
MyIDEAS: Login

Stochastische Überlagerung mit Hilfe der Mischungsverteilung

Contents:

Author Info

  • Gerd Ronning

    ()

Registered author(s):

    Abstract

    The paper considers the effect of additive and multiplicative measurement errors on the estimation of linear models.We assume that such measurement errors have been applied to the micro data by purpose in order to protect them against re-identification. In particular measurement errors with a bimodal mixture distribution are analyzed. First the case of cross-section data is assumed. Then for panel data both the "naive' estimator ("within estimator", mixed effects estimator) and IV estimators are considered. In particular the effect of autocorrelation of regressors in short panels is discussed.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.iaw.edu/RePEc/iaw/pdf/iaw_dp_48.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Institut für Angewandte Wirtschaftsforschung (IAW) in its series IAW Discussion Papers with number 48.

    as in new window
    Length: 170 pages
    Date of creation: Mar 2009
    Date of revision:
    Handle: RePEc:iaw:iawdip:48

    Contact details of provider:
    Postal: Ob dem Himmelreich 1, D-72074 Tübingen
    Phone: (+49) 7071 98 96 -0
    Fax: (+49) 7071 98 96 -99
    Email:
    Web page: http://www.iaw.edu/
    More information through EDIRC

    Related research

    Keywords: bimodal mixture distribution;

    Find related papers by JEL classification:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:iaw:iawdip:48

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rolf Kleimann).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.