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dc.contributor.authorBiewen, Elenaen_US
dc.contributor.authorNolte, Sandraen_US
dc.contributor.authorRosemann, Martinen_US
dc.date.accessioned2008-09-11en_US
dc.date.accessioned2010-07-15T10:10:08Z-
dc.date.available2010-07-15T10:10:08Z-
dc.date.issued2008en_US
dc.identifier.urihttp://hdl.handle.net/10419/36624-
dc.description.abstractWhereas the literature on additive measurement error has known a considerable treatment, less work has been done for multiplicative noise. In this paper we concentrate on multiplicative measurement error in the covariates, which contrary to additive error not only modifies proportionally the original value, but also conserves the structural zeros. This paper compares three variants to specify the multiplicative measurement error model in the simulation step of the Simulation-Extrapolation (SIMEX) method originally proposed by Cook and Stefanski (1994): i) as an additive one without using a logarithmic transformation, ii) as the well-known logarithmic transformation of the multiplicative error model, and iii) as an approach using the multiplicative measurement error model as such. The aim of the paper is to analyze how well these three approaches reduce the bias caused by the multiplicative measurement error. We apply three variants to the case of data masking by multiplicative measurement error, in order to obtain parameter estimates of the true data generating process. We produce Monte Carlo evidence on how the reduction of data quality can be minimized.en_US
dc.language.isoengen_US
dc.publisherIAW Tübingenen_US
dc.relation.ispartofseriesIAW-Diskussionspapiere 39en_US
dc.subject.jelC13en_US
dc.subject.jelC21en_US
dc.subject.ddc330en_US
dc.subject.keywordErrors-in-variables in nonlinear modelsen_US
dc.subject.keyworddisclosure limitation methodsen_US
dc.subject.keywordmultiplicative erroren_US
dc.subject.stwStatistischer Fehleren_US
dc.subject.stwDatenqualitäten_US
dc.subject.stwProbit-Modellen_US
dc.subject.stwMonte-Carlo-Methodeen_US
dc.subject.stwTheorieen_US
dc.titleMultiplicative measurement error and the simulation extrapolation methoden_US
dc.typeWorking Paperen_US
dc.identifier.ppn577538713en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
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