Arbeitspapier

Regression with an imputed dependent variable

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Researchers are often interested in the relationship between two variables, with no single data set containing both. A common strategy is to use proxies for the dependent variable that are common to two surveys to impute the dependent variable into the data set containing the independent variable. We show that commonly employed regression or matching-based imputation procedures lead to inconsistent estimates. We offer an easily-implemented correction and correct asymptotic standard errors. We illustrate these with Monte Carlo experiments and empirical examples using data from the US Consumer Expenditure Survey (CE) and the Panel Study of Income Dynamics (PSID).

Language: Englisch

Bibliographic citation: Series: IFS Working Papers ; No. W19/16

Classification: Wirtschaft
Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
Estimation: General
Macroeconomics: Consumption; Saving; Wealth

Subject: Imputation
Measurement error
Consumption

Event: Geistige Schöpfung

(who): Crossley, Thomas
Levell, Peter
Poupakis, Stavros

Event: Veröffentlichung

(who): Institute for Fiscal Studies (IFS)

(where): London

(when): 2019

DOI: doi:10.1920/wp.ifs.2019.1619

Handle: http://hdl.handle.net/10419/223260

Last update: 10.03.2025, 11:43 AM CET

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Object type

Arbeitspapier

Associated

Crossley, Thomas
Levell, Peter
Poupakis, Stavros
Institute for Fiscal Studies (IFS)

Time of origin

2019

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