The Loss in Efficiency from Using Grouped Data

We derive the efficiency loss from using grouped data to estimate coefficients of variables that vary across groups but not individuals within a group (e.g., state unemployment rates) when micro data are unavailable on the dependent variable. We present an empirical example of our theoretical results, and show that the efficiency loss in this application is small.

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Year of publication:	1995-06
Authors:	Gottschalk, Peter ; Lang, Kathleen M.
Institutions:	Department of Economics, Boston College
Subject:	grouped data \| relative efficiency

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Extent:	application/pdf
Series:	Boston College Working Papers in Economics.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Published in Computational Economics, 9:4, 355-361. The text is part of a series Boston College Working Papers in Economics Number 289. 9 pages
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074050