IDEAS home Printed from https://ideas.repec.org/a/aeq/aeqsjb/v130_y2010_i3_q3_p357-380.html
   My bibliography  Save this article

IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten

Author

Listed:
  • Gerd Ronning
  • Martin Rosemann
  • Elena Biewen

Abstract

Recently researchers in Germany were given the opportunity to use some of the business data provided by the Federal Statistical Office at their own workplace as Scientific Use Files (SUF). One of the anonymisation procedures used for the generation of SUF is multiplicative stochastic noise. Since this method leads to inconsistent estimates of linear panel models the use of correction procedures is necessary. This article analyses the instrument variables estimation as a correction method. As instrument variables we test a) a lagged variable, b) the difference between two lagged variables, and c) an anonymised variable from an additional anonymised data set. We conclude that only the last instrument leads to consistent estimators. We also study numerical problems which arise if the denominator of the estimator tends towards zero.

Suggested Citation

  • Gerd Ronning & Martin Rosemann & Elena Biewen, 2010. "IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 130(3), pages 357-380.
  • Handle: RePEc:aeq:aeqsjb:v130_y2010_i3_q3_p357-380
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.3790/schm.130.3.357
    Download Restriction: Access to full text is restricted to subscribers (2008 onwards); Pay-per-view access from http://www.genios.de (2000 onwards with 2 years moving wall) and http://ejournals.duncker-humblot.de/loi/schm (2008 onwards)

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aeq:aeqsjb:v130_y2010_i3_q3_p357-380. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Gabriele Freudenmann). General contact details of provider: http://www.duncker-humblot.de .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.