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ifo Institut – Leibniz-Institut für Wirtschaftsforschung an der Universität München >
CESifo Working Papers, CESifo Group Munich >
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http://hdl.handle.net/10419/26653
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| Title: | | Panel regression with random noise  |
| Authors: | | Ronning, Gerd Schneeweiss, Hans |
| Issue Date: | | 2009 |
| Series/Report no.: | | CESifo working paper 2608 |
| Abstract: | | The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we find estimates for the asymptotic variances of these estimators. The paper focuses on multiplicative errors, which are often deliberately added to the data in order to minimize their disclosure risk. They can be analyzed in a similar way as additive errors, but with some important and consequential differences. |
| Subjects: | | Panel regression multiplicative measurement errors bias correction asymptotic variance disclosure control |
| JEL: | | C13 |
| Document Type: | | Working Paper |
| Appears in Collections: | | CESifo Working Papers, CESifo Group Munich
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