Showing 61 - 70 of 127
In a structural measurement error model the structural quasi-score (SQS) estimator is based on the distribution of the latent regressor variable. If this distribution is misspecified, the SQS estimator is (asymptotically) biased. Two types of misspecification are considered. Both assume that the...
Persistent link: https://www.econbiz.de/10005160383
Persistent link: https://www.econbiz.de/10005251514
Persistent link: https://www.econbiz.de/10005178802
Micro-aggregation is a frequently used strategy to anonymize data before they are released to the scientific public. A sample of a continuous random variable is individually micro-aggregated by first sorting and grouping the data into groups of equal size and then replacing the values of the...
Persistent link: https://www.econbiz.de/10010593404
The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.
Persistent link: https://www.econbiz.de/10008867014
Persistent link: https://www.econbiz.de/10000704003
Persistent link: https://www.econbiz.de/10001236536
Persistent link: https://www.econbiz.de/10001341500
Persistent link: https://www.econbiz.de/10001342506
Persistent link: https://www.econbiz.de/10001207479