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Imputation of the 2002 wave of the Spanish survey of household finances (EFF)

Author

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  • Cristina Barceló

    () (Banco de España)

Abstract

This paper describes the methods used for imputation of the first wave of the Spanish Survey of Household Finances (EFF). It explains the motivation for using multiple imputation and describes its specific features, such as the use of the shadow values that flag each variable of the questionnaire, the different types of covariates used in the imputation models and the means of evaluating both the imputed values and the convergence of the imputation process.

Suggested Citation

  • Cristina Barceló, 2006. "Imputation of the 2002 wave of the Spanish survey of household finances (EFF)," Occasional Papers 0603, Banco de España;Occasional Papers Homepage.
  • Handle: RePEc:bde:opaper:0603
    as

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    File URL: http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosOcasionales/06/Fic/do0603e.pdf
    File Function: First version, April 2006
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Schunk, Daniel, 2007. "A Markov Chain Monte Carlo multiple imputation procedure for dealing with item nonresponse in the German SAVE survey," Papers 07-06, Sonderforschungsbreich 504.
    2. Barceló, Cristina & Villanueva, Ernesto, 2016. "The response of household wealth to the risk of job loss: Evidence from differences in severance payments," Labour Economics, Elsevier, vol. 39(C), pages 35-54.
    3. Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014. "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper 57497, University Library of Munich, Germany.
    4. Martin, Eisele & Zhu, Junyi, 2013. "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper 57666, University Library of Munich, Germany.
    5. Cristina Barceló, 2008. "The impact of alternative imputation methods on the measurement of income and wealth: Evidence from the Spanish survey of household finances," Working Papers 0829, Banco de España;Working Papers Homepage.

    More about this item

    Keywords

    household wealth survey; imputation methods;

    JEL classification:

    • D10 - Microeconomics - - Household Behavior - - - General
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access

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