Analysis of panel data models with grouped observations



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Rivero, Carlos and Valdés Sánchez, Teófilo (2008) Analysis of panel data models with grouped observations. Tatra Mountains mathematical publications, 39 . pp. 183-191. ISSN 1210-3195

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We present an iterative estimation procedure to estimate panel data models when some observations are missed or grouped with arbitrary classification intervals. The analysis is carried out from the perspective of panel data models, in which the error terms may follow an arbitrary distribution. We propose an easy-to-implement algorithm to estimate all of the model parameters and the asymptotic stochastic properties of the resulting estimate are investigated as the number of individuals and the number of time periods increase.

Item Type:Article
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5th International Conference on Probability and Statistics, Probastat, JUN 05-09, 2006, Smolenice, SLOVAKIA

Uncontrolled Keywords:panel data; grouped or missed data; mean-based imputations; asymptotic results; European Community Household Panel;
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:20196
Deposited On:01 Mar 2013 12:16
Last Modified:07 Feb 2014 10:08

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