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Persistent link: https://www.econbiz.de/10011291956
Mit der Bereitstellung des Mikrozensus als Paneldatensatz sind erstmals Längsschnittanalysen durchführbar, die eine Untersuchung der Lebens- und Arbeitssituation von Personen über mehrere Jahre hinweg erlauben. Aufgrund der gesetzlich verpflichtenden Teilnahme an der Erhebung ist der...
Persistent link: https://www.econbiz.de/10010323754
This paper illustrates the effects of item-nonresponse in surveys on the results of multivariate statistical analysis when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a normal/Wishart model is applied. Data of the German IAB...
Persistent link: https://www.econbiz.de/10011650571
Linking data from different sources can be used to compensate for the weaknesses characteristic for the single sources and therefore significantly increase the potential for analyses. This requires that linking data implies no consequences that cancel out the advantages. Considering this...
Persistent link: https://www.econbiz.de/10011650689
When evaluating a pilot or demonstration program, there are risks from drawing inferences from a single test. This paper reviews the experiences of replication efforts from demonstrations using randomized controlled trials in the initial evaluation and the replications. Although replications of...
Persistent link: https://www.econbiz.de/10011650786
Das erste Paper behandelt den Survivorship Bias bei Aktienfonds. Dieser stellt eine systematische Überschätzung der Performance dar, die entsteht wenn in der Fondsgruppe nur die „Überlebenden“ berücksichtigt werden. Dies ist seit Grinblatt und Titman (1989) bekannt und seitdem in vielen...
Persistent link: https://www.econbiz.de/10009447140
This paper illustrates the effects of item-nonresponse in surveys on the results of multivariate statistical analysis when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a normal/Wishart model is applied. Data of the German IAB...
Persistent link: https://www.econbiz.de/10010266762
In this paper, we remove one serious drawback of the IAB employment sample impeding its applicability to the estimation of earnings frontiers: the censoring of the income data, by multiple imputation. Then, we estimate individual potential income with stochastic earnings frontiers, and we...
Persistent link: https://www.econbiz.de/10010266781
In order to analyze the gender wage gap with the German IAB-employment sample we have to solve the problem of censored wages at the upper limit of the social security system. We treat this problem as a missing data problem. We regard the missingness mechanism as not missing at random (NMAR,...
Persistent link: https://www.econbiz.de/10010266796