Accounting for nonresponse heterogeneity in panel data

Lade...
Vorschaubild
Dateien
dp01_03.pdf
dp01_03.pdfGröße: 121.91 KBDownloads: 80
Datum
2001
Autor:innen
Inkmann, Joachim
Herausgeber:innen
Kontakt
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Auflagebezeichnung
DOI (zitierfähiger Link)
ArXiv-ID
Internationale Patentnummer
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Open Access Green
Core Facility der Universität Konstanz
Gesperrt bis
Titel in einer weiteren Sprache
Publikationstyp
Working Paper/Technical Report
Publikationsstatus
Published
Erschienen in
Zusammenfassung

The paper proposes a technique for the estimation of possibly nonlinear panel data models in the presence of heterogeneous unit nonresponse. Attrition or unit nonresponse in panel data usually renders parameter estimators inconsistent unless the unavailable infor-mation is missing completely at random. For moment based estimators this problem can be expressed in terms of the impossibility to construct the sample equivalents of the population moments of interest. However, if the attrition process is conditionally mean independent of the variables of interest then the sample equivalents of the population moments can be recov-ered by weighting the moment functions with the conditional response probability (or propen-sity score). The latter is usually unknown and has to be estimated. In the presence of nonre-sponse heterogeneity the propensity score can be estimated by conventional parametric esti-mation methods like the multinomial logit or probit model. The technique proposed in this paper leads to a moment estimator which simultaneously exploits the weighted moment func-tions of interest and the score function of the multinomial choice model. The use of simulated moments is discussed for applications with many nonresponse reasons. An applications of the estimator to firm level data is presented where the variables of interest are R&D investments related to product and process innovations.

Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
330 Wirtschaft
Schlagwörter
attrition, selection on observables, missing at random, conditional mean independence, propensity score, multinomial choice
Konferenz
Rezension
undefined / . - undefined, undefined
Forschungsvorhaben
Organisationseinheiten
Zeitschriftenheft
Datensätze
Zitieren
ISO 690INKMANN, Joachim, 2001. Accounting for nonresponse heterogeneity in panel data
BibTex
@techreport{Inkmann2001Accou-12013,
  year={2001},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={Accounting for nonresponse heterogeneity in panel data},
  number={2001/03},
  author={Inkmann, Joachim}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/12013">
    <dcterms:title>Accounting for nonresponse heterogeneity in panel data</dcterms:title>
    <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/12013/1/dp01_03.pdf"/>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dc:language>eng</dc:language>
    <dc:rights>terms-of-use</dc:rights>
    <dcterms:issued>2001</dcterms:issued>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/46"/>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:41:58Z</dcterms:available>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/12013"/>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/46"/>
    <dcterms:abstract xml:lang="eng">The paper proposes a technique for the estimation of possibly nonlinear panel data models in the presence of heterogeneous unit nonresponse. Attrition or unit nonresponse in panel data usually renders parameter estimators inconsistent unless the unavailable infor-mation is missing completely at random. For moment based estimators this problem can be expressed in terms of the impossibility to construct the sample equivalents of the population moments of interest. However, if the attrition process is conditionally mean independent of the variables of interest then the sample equivalents of the population moments can be recov-ered by weighting the moment functions with the conditional response probability (or propen-sity score). The latter is usually unknown and has to be estimated. In the presence of nonre-sponse heterogeneity the propensity score can be estimated by conventional parametric esti-mation methods like the multinomial logit or probit model. The technique proposed in this paper leads to a moment estimator which simultaneously exploits the weighted moment func-tions of interest and the score function of the multinomial choice model. The use of simulated moments is discussed for applications with many nonresponse reasons. An applications of the estimator to firm level data is presented where the variables of interest are R&amp;D investments related to product and process innovations.</dcterms:abstract>
    <dc:contributor>Inkmann, Joachim</dc:contributor>
    <dc:creator>Inkmann, Joachim</dc:creator>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:41:58Z</dc:date>
    <dc:format>application/pdf</dc:format>
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/12013/1/dp01_03.pdf"/>
  </rdf:Description>
</rdf:RDF>
Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Kontakt
URL der Originalveröffentl.
Prüfdatum der URL
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Begutachtet
Diese Publikation teilen