Chow-Lin Methods in Spatial Mixed Models
Missing data in dynamic panel models occur quite often since detailed recording of the dependent variable is often not possible at all observation points in time and space. In this paper we develop classical and Bayesian methods to complete missing data in panel models. The Chow-Lin (1971) method is a classical method for completing dependent disaggregated data and is successfully applied in economics to disaggregate aggregated time series. We will extend the space-time panel model in a new way to include cross-sectional and spatially correlated data. The missing disaggregated data will be obtained either by point prediction or by a numerical (posterior) predictive density. Furthermore, we point out that the approach can be extended to more complex models, like flow data or systems of panel data. The panel Chow-Lin approach will be demonstrated with examples involving regional growth for Spanish regions.
|Date of creation:||Jan 2010|
|Date of revision:|
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