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Estimations de fonctions de gains sur données de panel : endogéneité du capital humain et effets de la sélection

Listed author(s):
  • Yves Guillotin
  • Patrick Sevestre

[eng] Estimating Gains from Panel Data: Endogenous Human Capital and Selection Effects, by Yves Guillotin and Patrick Sevestre. The purpose of this article is to analyze two of the problems encountered when empirically testing gains functions using panel data. First of all, the biases resulting from the correlation between the initial human capital, experience and the unobserved individual characteristics (personal capacities, family-acquired skills, etc.) are contemplated. Secondly, cylinder sampling effects, such as those in the selection process for the individuals in the sample, are also studied. These two problems are illustrated by distinct gains function estimates, obtained using different methods, based on cylinder samples and non-cylinder samples taken from ENSEE's annual wage and salary return panel. The estimates show that appreciable biases can result from not taking the characteristics of the model and the data into account. [fre] Estimation de gains sur données de panel : endogénéité du capital humain et effets de la sélection, par Yves Guillotin et Patrick Sevestre. L'objet de cet article est d'analyser deux des difficultés que l'on rencontre lorsqu'on souhaite réaliser des tests empiriques de fonctions de gains sur données de panel. D'une part, on envisage les biais résultant de la corrélation entre le capital humain initial, l'expérience et les caractéristiques individuelles non observées (capacités personnelles, acquis familiaux...) ; d'autre part, les effets du cylindrage des données, comme ceux du processus de sélection des individus appartenant à l'échantillon sont également étudiés. Nous illustrons ces deux problèmes par diverses estimations d'une fonction de gains, obtenues par différentes méthodes, sur des échantillons cylindres et non cylindres extraits du panel DAS de l'INSEE. Ces estimations montrent que l'absence de prise en compte de ces caractéristiques du modèle et des données peut conduire à des biais non négligeables. [spa] Estimación de ganancias con datos de panel: caracter endógeno del capital humano y efectos de la selección, por Yves Guillotin y Patrick Sevestre. El objectivo de este artículo es de analizar dos de las dificultades con las que se tropieza cuando se prétende realizar tests empíricos de funciones de ganancia con datos de panel. Por un lado,se consideran los sezgos que provienen de la correlación entre el capital humano initial, la experiencia y las características individuales no observadas (capacidades personales, transmisión de costumbres y habilidades familiares,etc). Por otro lado, se estudian los efectos que produce el cilindraje de los datos así como también aquellos que resultan del proceso de selección de los individuos pertenecientes a la muestra. Se ejemplifican estos dos problemas mediante diversas estimaciones de una función de ganancia, obtenidas con métodos diferentes, a partir de muestras cilindradas y no cilindradas extraídas del panel de datos de salarios (DAS) del INSEE. Las estimaciones demuestran que si no se contemplan estas características del modelo y de los datos, se pueden introducir sezgos no desechables. [ger] Eine empirische Bewertung der Rationalität der belgischen Studenten und Studentinnen (1954-1987), von Jean-Luc de Meulemeester. In diesem Artikel wird der Grad der ökonomischen Rationalität der jungen Belgier bewertet, die zwischen 1954 und 1987 ein Hochschulstudium aufnahmen. Hierzu wird ein Spinnwebmodell nach Freeman (1989) geschätzt, wobei hinsichtlich der Bildung der Erwartungen von verschiedenen Hypothesen ausgegangen wird. Ein rekursives Modell mit adaptiven Erwartungen und partieller Anpassung wird gewählt. Die Männer haben statischere Erwartungen als die Frauen; die Erwartungen sind nicht rational. Man gelangt zu der Feststellung, daß die Bildungsinvestition in einem Kontext größter Unsicherheit einen irreversiblen Charakter hat. Das Fehlen rationaler Erwartungen läßt somit nicht auf eine geringe Rationalität der Wirtschaftssubjekte schließen.

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Article provided by Programme National Persée in its journal Économie & prévision.

Volume (Year): 116 (1994)
Issue (Month): 5 ()
Pages: 119-135

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Handle: RePEc:prs:ecoprv:ecop_0249-4744_1994_num_116_5_5702
Note: DOI:10.3406/ecop.1994.5702
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  1. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Discussion Paper 1992-7, Tilburg University, Center for Economic Research.
  2. Lillard, Lee A & Willis, Robert J, 1978. "Dynamic Aspects of Earning Mobility," Econometrica, Econometric Society, vol. 46(5), pages 985-1012, September.
  3. Hausman, Jerry A & Taylor, William E, 1981. "Panel Data and Unobservable Individual Effects," Econometrica, Econometric Society, vol. 49(6), pages 1377-1398, November.
  4. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
  5. Lillard, Lee A & Weiss, Yoram, 1979. "Components of Variation in Panel Earnings Data: American Scientists, 1960-70," Econometrica, Econometric Society, vol. 47(2), pages 437-454, March.
  6. Topel, Robert H, 1991. "Specific Capital, Mobility, and Wages: Wages Rise with Job Seniority," Journal of Political Economy, University of Chicago Press, vol. 99(1), pages 145-176, February.
  7. Jacob Mincer, 1958. "Investment in Human Capital and Personal Income Distribution," Journal of Political Economy, University of Chicago Press, vol. 66, pages 281-281.
  8. Gronau, Reuben, 1974. "Wage Comparisons-A Selectivity Bias," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1119-1143, Nov.-Dec..
  9. 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.
  10. Lewis, H Gregg, 1974. "Comments on Selectivity Biases in Wage Comparisons," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1145-1155, Nov.-Dec..
  11. Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989. "Efficient Estimation Using Panel Data," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May.
  12. Biorn, Erik, 1981. "Estimating economic relations from incomplete cross-section/time-series data," Journal of Econometrics, Elsevier, vol. 16(2), pages 221-236, June.
  13. 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.
  14. Cornwell, Christopher & Rupert, Peter, 1988. "Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 149-155, April.
  15. Baltagi, Badi H., 1985. "Pooling cross-sections with unequal time-series lengths," Economics Letters, Elsevier, vol. 18(2-3), pages 133-136.
  16. Amemiya, Takeshi & MaCurdy, Thomas E, 1986. "Instrumental-Variable Estimation of an Error-Components Model," Econometrica, Econometric Society, vol. 54(4), pages 869-880, July.
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