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IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten

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Author Info
Elena Biewen ()
Gerd Ronning ()
Martin Rosemann ()
Abstract

Eines der wichtigsten Verfahren zur Anonymisierung von Betriebs- und Unternehmensdaten ist die stochastische Überlagerung. Ihr Einsatz zur Sicherstellung der faktischen Anonymität der Einheiten eines Datensatzes führt jedoch zu inkonsistenten Schätzungen von linearen Panelmodellen und macht die Verwendung von Korrekturverfahren erforderlich. Dieser Beitrag befasst sich mit der Instrumentvariablen-Schätzung (IV-Schätzung) eines linearen Panelmodells mit Individualeffekten und überprüft die Eignung der IV-Methode zur Korrektur der Verzerrung. Als Instrumente werden (a) eine verzögerte Variable, (b) die Differenz von verzögerten Variablen und (c) eine zusätzlich anonymisierte Variable getestet. Wir kommen zum Ergebnis, dass lediglich das letzte Instrument in konsistenten IV-Schätzern resultiert.

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Publisher Info
Paper provided by Institut für Angewandte Wirtschaftsforschung (IAW) in its series IAW Discussion Papers with number 53.

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Length: 72 pages
Date of creation: Sep 2009
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Handle: RePEc:iaw:iawdip:53

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Related research
Keywords: Instrumentvariablen-Schätzung; additive und multiplikative stochastische Überlagerungen; Anonymisierung von Paneldaten;

Find related papers by JEL classification:
C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data

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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. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February. [Downloadable!] (restricted)
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  2. Erik Biørn, 2000. "Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences," Econometric Reviews, Taylor and Francis Journals, vol. 19(4), pages 391-424. [Downloadable!] (restricted)
  3. Biorn, Erik & Klette, Tor Jakob, 1998. "Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation," Economics Letters, Elsevier, vol. 59(3), pages 275-282, June. [Downloadable!] (restricted)
  4. Biorn, Erik, 1992. "The Bias of Some Estimators for Panel Data Models with Measurement Errors," Empirical Economics, Springer, vol. 17(1), pages 51-66.
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