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Practical estimation methods for linked employer-employee data

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  • Upward, Richard
  • Schank, Thorsten
  • J. Andrews, Martyn

Abstract

Methods for the analysis of linked employer-employee data are not yet available in standard econometrics packages. In this paper, we make the fixed-effects methods developed originally by Abowd, Kramarz, Margolis and others more accessible, where possible, and show how they can be implemented in Stata. To illustrate these techniques, we give an example using German linked data. There is a caveat: when the number of plants is prohibitively large and the investigator wants to estimate the correlation between the worker and firm unobserved heterogeneities, the regressionbased techniques discussed are not feasible. In this version of the paper, we replace our earlier Two-Step estimator by a Classical Minimum Distance estimator. -- Die Analyse von zusammengefügten Personen- und Firmendaten ist bisher nicht in die Statistiksprogramme integriert worden. In dem vorliegenden Beitrag werden die ursprünglich von Abowd, Kramarz, Margolis u.a. entwickelten Analyseverfahren aufbereitet und, sofern möglich, wird gezeigt, wie diese in Stata implementiert werden können. Die vorgestellten Methoden werden mit einem kombinierten Firmen-Beschäftigtendatensatz (LIAB) aus Deutschland veranschaulicht. Es gibt jedoch eine Einschränkung: sofern die Anzahl der Firmen sehr großist und man die Korrelation zwischen den unbeobachtbaren Personen- und Firmenheterogenitäten schätzen möchte, können die in diesem Papier vorgestellten Regressionstechniken nicht verwendet werden. In dieser Fassung des Papiers wird der in der vorherigen Version verwendete 2-Stufen-Schätzer durch einen ?Classical Minimum Distance?-Schätzer ersetzt.

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Bibliographic Info

Paper provided by Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Labour and Regional Economics in its series Discussion Papers with number 29 [rev.].

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Date of creation: 2005
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Handle: RePEc:zbw:faulre:29r

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Web page: http://www.arbeitsmarkt.wiso.uni-erlangen.de/english-version/
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Keywords: linked employee-employer panel data; fixed effects;

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  1. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-98, November.
  2. Max Gruetter & Rafael Lalive, 2004. "Job Mobility And Industry Wage Differentials Evidence From Matched Employer Employee Data," Royal Economic Society Annual Conference 2004 140, Royal Economic Society.
  3. John M. Abowd & Francis Kramarz & David N. Margolis, 1994. "High-Wage Workers and High-Wage Firms," CIRANO Working Papers 94s-23, CIRANO.
  4. Goux, Dominique & Maurin, Eric, 1999. "Persistence of Interindustry Wage Differentials: A Reexamination Using Matched Worker-Firm Panel Data," Journal of Labor Economics, University of Chicago Press, vol. 17(3), pages 492-533, July.
  5. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
  6. Andrews, Martyn J. & Gill, Len & Schank, Thorsten & Upward, Richard, 2006. "High wage workers and low wage firms : negative assortative matching or statistical artefact?," Discussion Papers 42, Friedrich-Alexander-University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
  7. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier.
  8. Abowd, John M. & Kramarz, Francis, 1999. "The analysis of labor markets using matched employer-employee data," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 40, pages 2629-2710 Elsevier.
  9. Boozer, Michael A., 1997. "Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995," Econometric Theory, Cambridge University Press, vol. 13(05), pages 747-754, October.
  10. John M. Abowd & Robert H. Creecy & Francis Kramarz, 2002. "Computing Person and Firm Effects Using Linked Longitudinal Employer-Employee Data," Longitudinal Employer-Household Dynamics Technical Papers 2002-06, Center for Economic Studies, U.S. Census Bureau.
  11. Bender, Stefan & Haas, Anette & Klose, Christoph, 2000. "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers 117, Institute for the Study of Labor (IZA).
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