Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/18457 
Autor:innen: 
Erscheinungsjahr: 
2006
Schriftenreihe/Nr.: 
DIW Discussion Papers No. 564
Verlag: 
Deutsches Institut für Wirtschaftsforschung (DIW), Berlin
Zusammenfassung: 
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.
Schlagwörter: 
generalized estimating equations
mean and covariance model
multiple imputation
pseudo-score equations
status inconsistency
weighting
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
238.81 kB





Publikationen in EconStor sind urheberrechtlich geschützt.