Stochastische Überlagerung mit Hilfe der Mischungsverteilung

Gerd Ronning

No 48, IAW Discussion Papers from Institut für Angewandte Wirtschaftsforschung (IAW)

Abstract: The paper considers the effect of additive and multiplicative measurement errors on the estimation of linear models.We assume that such measurement errors have been applied to the micro data by purpose in order to protect them against re-identification. In particular measurement errors with a bimodal mixture distribution are analyzed. First the case of cross-section data is assumed. Then for panel data both the "naive' estimator ("within estimator", mixed effects estimator) and IV estimators are considered. In particular the effect of autocorrelation of regressors in short panels is discussed.

Keywords: bimodal; mixture; distribution (search for similar items in EconPapers)
JEL-codes: F2 F43 (search for similar items in EconPapers)
Pages: 170 pages
Date: 2009-03
New Economics Papers: this item is included in nep-ecm and nep-ger
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Persistent link: https://EconPapers.repec.org/RePEc:iaw:iawdip:48

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