Although sample selection bias is a frequent problem of applied research, there has been no generalization of sample selection models with binary dependent variables of interest to data with temporal error correlations. We suggest a generalized estimating equation approach to panel data...

Design-based estimators of totals, means or proportions in finite populations generally are functions of weighted sums. If each element selected into the sample is also observed, then for the calculation of the pi-estimator these weights are just the inverse inclusion probabilities of the...

In this paper, a weight is derived for the calculation of design based estimators of totals, means and proportions using the ongoing German Socio-Economic Panel (GSOEP) and a new cross-sectional sample. In the first part of the paper, the selection schemes of the subsamples A, B, C and D of the...

A simulation study designed to evaluate the pseudo-R2 proposed by Spiess and Keller (1999) suggests that this measure represents the goodness-of-fit not only of the systematic part, but also of the assumed correlation structure in binary panel probit models.

The results of two simulation studies suggest a mixed `generalized estimating/pseudo-score equations' approach to lead to more efficient estimators than a GEE approach proposed by Qu, Williams, Beck and Medendorp (1992) or a three-stage approach as proposed e.g. by Schepers, Arminger and...

In this paper R2-type measures of the explanatory power of multivariate linear and categorical probit models proposed in the literature are reviewed and their deficiencies are discussed. It is argued that a measure of the explanatory power should take into account the components which are...

We propose a generalized estimating equations approach to the analysis of the mean and the covariance structure of a bivariate time series process of panel data with mixed continuous and discrete dependent variables. The approach is used to jointly analyze wage dynamics and the incidence of...

This article proposes an estimation approach for panel models with mixed continuous and ordered categorical outcomes based on generalized estimating equations for the mean and pseudo-score equations for the covariance parameters. A numerical study suggests that efficiency can be gained as...

Soziale Erwünschtheit kann als Tendenz verstanden werden, scheinbar gesellschaftlich akzeptierte Antworten bei einer Befragung zu geben. Basierend auf den Analysen von Paulhus (1984) wird zwischen zwei Dimensionen unterschieden, der Selbst- und Fremdtäuschung. In Deutschland gibt es in der...

Like other data quality dimensions, the concept of accuracy is often adopted to characterise a particular data set. However, its common specification basically refers to statistical properties of estimators, which can hardly be proved by means of a single survey at hand. This ambiguity can be...