Please use this identifier to cite or link to this item:
Spiess, Martin
Year of Publication: 
Series/Report no.: 
DIW Discussion Papers 564
This article proposes an estimation approach for panel models with mixed continuous and ordered categorical outcomes based on generalized estimating equations for the mean and pseudo-score equations for the covariance parameters. A numerical study suggests that efficiency can be gained as concerns the mean parameter estimators by using individual covariance matrices in the estimating equations for the mean parameters. The approach is applied to estimate the returns to occupational qualification in terms of income and perceived job security in a nine-year period based on the German Socio-Economic Panel (SOEP). To compensate for missing data, a combined multiple imputation/weighting approach is adopted.
generalized estimating equations
mean and covariance model
multiple imputation
pseudo-score equations
status inconsistency
Document Type: 
Working Paper

Files in This Item:
238.81 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.