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Panel regression with multiplicative measurement errors

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  • Ronning, Gerd
  • Schneeweiss, Hans

Abstract

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.

Suggested Citation

  • Ronning, Gerd & Schneeweiss, Hans, 2011. "Panel regression with multiplicative measurement errors," Economics Letters, Elsevier, vol. 110(2), pages 136-139, February.
    • Handle: RePEc:eee:ecolet:v:110:y:2011:i:2:p:136-139
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    References listed on IDEAS

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    1. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    2. John Abowd & Bryce Stephens & Lars Vilhuber, 2006. "Confidentiality Protection in the Census Bureau Quarterly Workforce Indicators," Longitudinal Employer-Household Dynamics Technical Papers 2006-02, Center for Economic Studies, U.S. Census Bureau.
    3. Lin, An-loh, 1989. "Estimation of multiplicative measurement-error models and some simulation results," Economics Letters, Elsevier, vol. 31(1), pages 13-20.
    4. Wansbeek, Tom, 2001. "GMM estimation in panel data models with measurement error," Journal of Econometrics, Elsevier, vol. 104(2), pages 259-268, September.
    5. László Mátyás & Patrick Sevestre (ed.), 2008. "The Econometrics of Panel Data," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75892-1, February.
    6. C. Hsiao & G. Taylor, 1991. "Some remarks on measurement errors and the identification of panel data models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 187-194, June.
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    Citations

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    Cited by:

    1. Thomas Augustin & Helmut Küchenhoff & Matthias Schmid, 2022. "Nachruf Hans Schneeweiß," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 16(2), pages 149-154, June.
    2. Gerd Ronning, 2014. "Vertraulichkeit und Verfügbarkeit von Mikrodaten," IAW Discussion Papers 101, Institut für Angewandte Wirtschaftsforschung (IAW).

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