Arbeitspapier
Regression with an imputed dependent variable
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).
- Sprache
-
Englisch
- Erschienen in
-
Series: IFS Working Papers ; No. W19/16
- Klassifikation
-
Wirtschaft
Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
Estimation: General
Macroeconomics: Consumption; Saving; Wealth
- Thema
-
Imputation
Measurement error
Consumption
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Crossley, Thomas
Levell, Peter
Poupakis, Stavros
- Ereignis
-
Veröffentlichung
- (wer)
-
Institute for Fiscal Studies (IFS)
- (wo)
-
London
- (wann)
-
2019
- DOI
-
doi:10.1920/wp.ifs.2019.1619
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Crossley, Thomas
- Levell, Peter
- Poupakis, Stavros
- Institute for Fiscal Studies (IFS)
Entstanden
- 2019
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