Arbeitspapier | Working paper
Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity
In many large data sets of economic interest, some variables, as wages, are top-coded or right-censored. In order to analyze wages with the German IAB employment sample we first have to solve the problem of censored wages at the upper limit of the social security system. We treat this problem as a missing data problem and derive new multiple imputation approaches to impute the censored wages by draws of a random variable from a truncated distribution based on Markov chain Monte Carlo techniques. In general, the variation of income is smaller in lower wage categories than in higher categories and the assumption of homoscedasticity in an imputation model is highly questionable. Therefore, we suggest a new multiple imputation method which does not presume homoscedasticity of the residuals. Finally, in a simulation study, different imputation approaches are compared under different situations and the necessity as well as the validity of the new approach is confirmed.
- Extent
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Seite(n): 22
- Language
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Englisch
- Notes
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Status: Veröffentlichungsversion
- Bibliographic citation
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IAB Discussion Paper: Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung (44/2008)
- Subject
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Sozialwissenschaften, Soziologie
Wirtschaft
Erhebungstechniken und Analysetechniken der Sozialwissenschaften
Arbeitsmarktforschung
Analyse
Daten
statistische Analyse
Datenqualität
Einkommen
Lohnunterschied
Modellentwicklung
- Event
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Geistige Schöpfung
- (who)
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Büttner, Thomas
Rässler, Susanne
- Event
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Veröffentlichung
- (who)
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Institut für Arbeitsmarkt- und Berufsforschung der Bundesagentur für Arbeit (IAB)
- (where)
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Deutschland, Nürnberg
- (when)
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2008
- URN
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urn:nbn:de:0168-ssoar-322424
- Rights
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GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln
- Last update
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21.06.2024, 4:26 PM CEST
Data provider
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Büttner, Thomas
- Rässler, Susanne
- Institut für Arbeitsmarkt- und Berufsforschung der Bundesagentur für Arbeit (IAB)
Time of origin
- 2008