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Microdata Adjustment by the Minimum Information Loss Principle

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Author Info
Merz, Joachim
Abstract

Microdata have become increasingly important for economic and social analyses. One striking problem with almost any practical analysis of microdata, microdata as a singular cross or longitudinal sample or within (static) microsimulation, is to achieve representative results. In this study a consistent solution of the microdata adjustment problem - that is to achieve representative results by re-weighting microdata to fit aggregate control data - is presented based on the Minimum Information Loss (MIL) principle. Based on information theory this principle satisfies the desired positivity constraint on the weighting factors to be computed. For the consistent solution which simultaneously adjusts hierarchical microdata (e.g. household and personal information), a fast numerical solution by a specific modified Newton-Raphson (MN) procedure with a global exponential approximation is proposed. Practical experiences for large microdata sets in a pension reform analysis with e.g. more than 60.000 households and 240 restrictions simultaneously to be achieved within the Sfb 3 microsimulation model show that this MN procedure was able to rather largely reduce the computional expenses by 75%. The available efficient PC-computer program ADJUST is also succesfully applied in a described microsimulation analyses of the recent 1990 German tax reform investigating the impacts on market and non-market labour supply within the formal and informal economy, and in a recent firm microsimulation analysion explaining factors of successful firms in the German engineering industry.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 7231.

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Date of creation: Jul 1994
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Handle: RePEc:pra:mprapa:7231

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Related research
Keywords: Microdata Adjustment Microanalyses Microsimulation Minimum Information Loss Modified Newton- Raphson Algorithm PC program package ADJUST

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Find related papers by JEL classification:
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data
C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General

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. Merz, Joachim & Wolff, Klaus G, 1993. "The Shadow Economy: Illicit Work and Household Production: A Microanalysis of West Germany," Review of Income and Wealth, Blackwell Publishing, vol. 39(2), pages 177-94, June.
  2. Merz, Joachim, 1994. "Microsimulation - A Survey of Methods and Applications for Analyzing Economic and Social Policy," MPRA Paper 7232, University Library of Munich, Germany. [Downloadable!]
  3. Theil, Henri & Finke, Renate & Flood, Lennart R., 1984. "Minimum information estimation of allocation models," Economics Letters, Elsevier, vol. 15(3-4), pages 251-256. [Downloadable!] (restricted)
  4. Merz, Joachim, 1991. "Microsimulation -- A survey of principles, developments and applications," International Journal of Forecasting, Elsevier, vol. 7(1), pages 77-104, May. [Downloadable!] (restricted)
  5. Finke, Renate & Theil, Henri, 1984. "An extended version of minimum information estimation of allocation models," Economics Letters, Elsevier, vol. 15(3-4), pages 229-233. [Downloadable!] (restricted)
  6. Merz, Joachim, 1993. "Microsimulation as an Instrument to Evaluate Economic and Social Programmes," MPRA Paper 7236, University Library of Munich, Germany. [Downloadable!]
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(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. Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning, 2007. "Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim," MPRA Paper 5739, University Library of Munich, Germany. [Downloadable!]
  2. Merz, Joachim & Stolze, Henning, 2006. "Representative Time Use Data and Calibration of the American Time Use Studies 1965-1999," MPRA Paper 5856, University Library of Munich, Germany. [Downloadable!]
  3. Pierre-Richard Agénor & Derek Chen & Michael Grimm, 2004. "Linking Representative Household Models with Household Surveys for Poverty Analysis A Comparison of Alternative Methodologies," Development and Comp Systems 0405006, EconWPA. [Downloadable!]
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  4. Merz, Joachim & Böhm, Paul & Hanglberger, Dominik & Rucha, Rafael & Stolze, Henning, 2007. "Wann werden Serviceleistungen nachgefragt? – Ein Mikrosimulationsmodell alternativer Ladenöffnungszeiten mit Daten der Zeitbudgeterhebung ServSim," MPRA Paper 9034, University Library of Munich, Germany. [Downloadable!]
  5. Schatz, Christof & Merz, Joachim, 2000. "Die Rentenreform in der Diskussion Ein Mikrosimulationsmodell für die Altersvorsorge in Deutschland (AVID-PRO)," MPRA Paper 7328, University Library of Munich, Germany. [Downloadable!]
  6. Widmaier, Ulrich & Niggemann, Hiltrud & Merz, Joachim, 1994. "What makes the Difference between Unsuccessful and Successful Firms in the German Mechanical Engineering Industry?," MPRA Paper 7230, University Library of Munich, Germany. [Downloadable!]
  7. Merz, Joachim, 2002. "Zur Kumulation von Haushaltsstichproben," MPRA Paper 5991, University Library of Munich, Germany. [Downloadable!]
  8. Schatz, Christof & Merz, Joachim, 2000. "Die Rentenreform in der Diskussion Ein Mikrosimulationsmodell für die Altersvorsorge in Deutschland (AVID-PRO)," MPRA Paper 6352, University Library of Munich, Germany. [Downloadable!]
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