Panel regression with multiplicative measurement errors

Gerd Ronning; Hans Schneeweiss

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Panel regression with multiplicative measurement errors

机译：具有乘法测量误差的面板回归

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摘要

The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.

机译：本文探讨了乘法测量误差对线性面板数据模型估计的影响。经常使用乘法误差以最小化微数据的披露风险。我们使用无偏估计方程来构造一致且渐近的正态估计。

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来源
《Economics letters》 |2011年第2期|p.136-139|共4页
作者
Gerd Ronning; Hans Schneeweiss;
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作者单位

Department of Economics, University of Tuebingen, Mohlstrasse 36, D-72074 Tuebingen, Germany;

Department of Statistics, University of Munich, Akademiestrasse 1, D-80799 Munich, Germany;

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原文格式 PDF
正文语种 eng
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关键词
panel regression; multiplicative measurement errors; bias correction; asymptotic variance; disclosure control;

机译：面板回归;乘法测量误差;偏差校正;渐近方差;公开控制;

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4. Cramer-Rao Lower Bound for a Nonlinear Filtering Problem with Multiplicative Measurement Errors and Forcing Noise [C] . Stepanov O. A., Vasilyev V. A. IFAC World Congress . 2014

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机译：关于非参数识别的论文：线性方程组中相关多维多维观测变量的识别以及线性面板数据模型中非参数分布随机系数的所有变量中所有变量均具有误差的回归估计。
6. Adjustment of Measurements with Multiplicative Errors: Error Analysis Estimates of the Variance of Unit Weight and Effect on Volume Estimation from LiDAR-Type Digital Elevation Models [O] . Yun Shi, Peiliang Xu, Junhuan Peng, 2014

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Panel regression with multiplicative measurement errors

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