Resource title

Panel regression with random noise

Resource image

image for OpenScout resource :: Panel regression with random noise

Resource description

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.

Resource author

Gerd Ronning, Hans Schneeweiss

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/26653

Resource license

Adapt according to the presented license agreement and reference the original author.