Zum Vergleich ausgewählter Missing Data Techniken nutzt dieses Papier eine Befragung, in der u. a. die Zustimmung zum Record Linkage der Befragungs- mit administrativen Prozessdaten abgefragt wurde. Bei nicht zustimmenden Befragten, werden ihre gegebenen Antworten auf 'fehlend' gesetzt, um so...

The basic concept of multiple imputation is straightforward and easy to understand, but the application to real data imposes many implementation problems. To define useful imputation models for a dataset that consists of categorical and of continuous variables with distributions that are...

Questions on income in surveys are prone to two sources of errors that can cause bias if not addressed adequately at the analysis stage. On the one hand, income is considered sensitive information and response rates on income questions generally tend to be lower than response rates for other...

Applications of multiple imputation have long outgrown the traditional context of dealing with item nonresponse in cross-sectional datasets. Nowadays multiple imputation is also applied to impute missing values in hierarchical datasets, address confidentiality concerns, combine data from...

We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...

In zahlreichen großen Datensätzen von wissenschaftlichem Interesse sind einige Variablen, wie z. B. die Lohnhöhe, top-coded oder rechtszensiert. Zur Analyse von Löhnen auf der Grundlage der IAB-Beschäftigtenstichprobe muss zunächst das Problem der, an der Beitragsbemessungsgrenze der...