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We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…

计量经济学 · 经济学 2020-10-15 Christoph Breunig , Peter Haan

Nonresponse is present in almost all surveys and can severely bias estimates. It is usually distinguished between unit and item nonresponse: in the former, we completely fail to have information from a unit selected in the sample, while in…

统计方法学 · 统计学 2015-08-25 Alina Matei , M. Giovanna Ranalli

The financial and economic crisis recently experienced by many European countries has increased demand for timely, coherent and consistent distributional information for the household sector. In the Euro area, most of the NCBs collect such…

综合经济学 · 经济学 2021-01-27 Michele Cantarella , Andrea Neri , Maria Giovanna Ranalli

This paper provides an analysis of the effects of attrition and non-response on employment and wages using the Canadian Survey of Labour and Income Dynamics. We consider a structural model composed of three freely correlated equations for…

应用统计 · 统计学 2007-10-25 Brahim Boudarbat , Lee Grenon

We consider the estimation of wealth inequality measures with their confidence interval, based on survey data with interval censoring. We rely on a Bayesian hierarchical model. It consists of a model where, due to survey sampling and unit…

应用统计 · 统计学 2011-08-01 Eric Gautier

An establishment's average wage, computed from administrative wage data, has been found to be related to occupational wages. These occupational wages are a primary outcome variable for the Bureau of Labor Statistics Occupational Employment…

应用统计 · 统计学 2014-08-01 Nicholas J. Horton , Daniell Toth , Polly Phipps

This paper describes a fundamental and empirically conspicuous problem inherent to surveys of human feelings and opinions in which subjective responses are elicited on numerical scales. The paper also proposes a solution. The problem is a…

计量经济学 · 经济学 2025-01-16 Christopher P Barrington-Leigh

We introduce a nonresponse mechanism for multivariate missing data in which each study variable and its nonresponse indicator are conditionally independent given the remaining variables and their nonresponse indicators. This is a…

统计方法学 · 统计学 2016-09-05 Mauricio Sadinle , Jerome P. Reiter

I measure the uncertainty affecting estimates of economic inequality in the US and investigate how accounting for properly estimated standard errors can affect the results of empirical and structural macroeconomic studies. In my analysis, I…

综合经济学 · 经济学 2020-10-23 Marta Boczon

Missingness is a common occurrence in educational assessment and psychological measurement. It could not be casually ignored as it may threaten the validity of the test if not handled properly. Considering the difference between omitted and…

统计方法学 · 统计学 2019-04-09 Jinxin Guo

We introduce a method to make inference on the composition of a heterogeneous population using survey data, accounting for the possibility that capture heterogeneity is related to key survey variables. To deal with nonignorable nonresponse,…

统计方法学 · 统计学 2024-10-18 Veronica Ballerini , Brunero Liseo

Relatively little is known regarding the influence of surveyor traits on respondent behavior. In this paper, we assess the extent to which survey gender modifies average survey responses in the context of health-focused household surveys.…

Many imputation methods are based on statistical models that assume that the variable of interest is a noisy observation of a function of the auxiliary variables or covariates. Misspecification of this model may lead to severe errors in…

统计方法学 · 统计学 2022-02-09 Caren Hasler , Radu V. Craiu

We propose an approach to estimate how individuals' expectations influence their responses to a counterfactual change. The approach relies on average partial effects, which recover counterfactual impacts under conditions that we specify. We…

计量经济学 · 经济学 2026-05-21 Stephane Bonhomme , Angela Denis

Strong empirical evidence from laboratory experiments, and more recently from population surveys, shows that individuals, when evaluating their situations, pay attention to whether they experience gains or losses, with losses weighing more…

理论经济学 · 经济学 2025-10-17 Martyna Kobus , Radosław Kurek , Thomas Parker

This article focuses on measurement error in covariates in regression analyses in which the aim is to estimate the association between one or more covariates and an outcome, adjusting for confounding. Error in covariate measurements, if…

统计方法学 · 统计学 2019-10-16 Ruth H. Keogh , Jonathan W. Bartlett

Surveys are an indispensable source of data for applied economic research; however, their reliance on self-reported information can introduce bias, especially if core variables such as personal income are misreported. To assess the extent…

综合经济学 · 经济学 2024-11-08 Marco Caliendo , Katrin Huber , Ingo E. Isphording , Jakob Wegmann

This paper is motivated by a Eurobarometer survey on science knowledge. As part of the survey, respondents were asked to rank sources of science information in order of importance. The official statistical analysis of these data however…

应用统计 · 统计学 2011-01-10 Brian Francis , Regina Dittrich , Reinhold Hatzinger

We propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter…

应用统计 · 统计学 2015-09-18 Nadja Klein , Thomas Kneib , Stefan Lang , Alexander Sohn

This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of surplus/deficit distribution, and the long-time distributions are…

经济学 · 定量金融 2016-05-12 Eleonora Perversi , Eugenio Regazzini
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