Measurement error in imputation procedures

Campos, Rodolfo G.; Reggio, Iliana

Measurement error in imputation procedures

Author(s): Campos, Rodolfo G.; Reggio, Iliana

Publisher: Elsevier

Issued date: 2014-02

Citation: Campos, R. y I. Reggio, "Measurement error in imputation procedures", Economics Letters, 2014, v. 122, n. 2, pp. 197-202

ISSN: 0165-1765

DOI: 10.1016/j.econlet.2013.11.030

Sponsor: We acknowledge nancial support by the Spanish Ministerio de Ciencia y Tecnolog a (grants ECO2009-13169 and ECO2009-11165) and Ministerio de Econom a y Competitividad (grants ECO2012-38134 and ECO2012-31358)

Publisher version: http://dx.doi.org/10.1016/j.econlet.2013.11.030

Project: Gobierno de España. ECO2012-31358
Gobierno de España. ECO2012-38134

Keywords: Consumption , Measurement error , Instrumental variables , Consumer Expenditure Survey , Panel Study of Income Dynamics , Income shocks

JEL Classification: C13 , C26 , E21

URI: http://hdl.handle.net/10016/20735

Rights: © Elsevier

Abstract:

We study how estimators that are used to impute consumption in survey data are inconsistent due to measurement error in consumption. Previous research suggests instrumenting consumption to overcome this problem. We show that, if additional regressors are prese [+]

Show full item record