Measurement error in imputation procedures

Campos, Rodolfo G.; Reggio, Iliana

Measurement error in imputation procedures

Autor(es): Campos, Rodolfo G.; Reggio, Iliana

Editorial: Elsevier

Fecha de edición: 2014-02

Cita: 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

Agradecimientos: 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)

Versión del editor: http://dx.doi.org/10.1016/j.econlet.2013.11.030

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

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

Clasificación JEL: C13 , C26 , E21

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

Derechos: © Elsevier

Resumen:

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 [+]

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