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South African household surveys typically contain coarsened earnings data, which consist of a mixture of missing earnings values, point responses and interval-censored responses. This paper uses sequential regression multivariate imputation to impute missing and interval-censored values in the...
Persistent link: https://www.econbiz.de/10010280185
Persistent link: https://www.econbiz.de/10012224346
South African household surveys typically contain coarsened earnings data, which consist of a mixture of missing earnings values, point responses and interval-censored responses. This paper uses sequential regression multivariate imputation to impute missing and interval-censored values in the...
Persistent link: https://www.econbiz.de/10008490128
The low unemployment rates traditionally enjoyed by Sweden have often been attributed to the country's extensive system of active labour market programmes, which have thus frequently been regarded as a model for other countries to emulate. However, unemployment grew enormously in Sweden when the...
Persistent link: https://www.econbiz.de/10010292952
The results of a national fear of crime survey are compared with results following the use of different nonresponse correction procedures. We compared naive estimates, weighted estimates, estimates after a thorough nonresponse follow-up and estimates after multiple imputation. A strong...
Persistent link: https://www.econbiz.de/10010299820
Many different robust estimation approaches for the covariance or shape matrix of multivariate data have been established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of elliptically symmetric distributed data. Tyler's Mestimators for...
Persistent link: https://www.econbiz.de/10010304422
We examine the hypothesis of an increase of humus disintegration by analyzing chemical substances measured in the seepage water of a German forest. Problems arise because of a large percentage of missing observations. We use a regression model with spatial and temporal effects constructed in an...
Persistent link: https://www.econbiz.de/10010306276
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...
Persistent link: https://www.econbiz.de/10011348221
Incomplete data is a common problem of survey research. Recent work on multiple imputation techniques has increased analysts? awareness of the biasing effects of missing data and has also provided a convenient solution. Imputation methods replace non-response with estimates of the unobserved...
Persistent link: https://www.econbiz.de/10010324226
The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the...
Persistent link: https://www.econbiz.de/10010325097