Arbeitspapier
Panel regression with random noise
The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we find estimates for the asymptotic variances of these estimators. The paper focuses on multiplicative errors, which are often deliberately added to the data in order to minimize their disclosure risk. They can be analyzed in a similar way as additive errors, but with some important and consequential differences.
- Language
-
Englisch
- Bibliographic citation
-
Series: CESifo Working Paper ; No. 2608
- Classification
-
Wirtschaft
Estimation: General
- Subject
-
Panel regression
multiplicative measurement errors
bias correction
asymptotic variance
disclosure control
Panel
Regression
Schätztheorie
Statistischer Fehler
Bias
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Ronning, Gerd
Schneeweiss, Hans
- Event
-
Veröffentlichung
- (who)
-
Center for Economic Studies and ifo Institute (CESifo)
- (where)
-
Munich
- (when)
-
2009
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Ronning, Gerd
- Schneeweiss, Hans
- Center for Economic Studies and ifo Institute (CESifo)
Time of origin
- 2009
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