Academic Journal
Regression with an imputed dependent variable
| العنوان: | Regression with an imputed dependent variable |
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| المؤلفون: | Crossley, TF, Levell, P, Poupakis, S |
| بيانات النشر: | Wiley |
| سنة النشر: | 2022 |
| المجموعة: | Brunel University London: Brunel University Research Archive (BURA) |
| مصطلحات موضوعية: | consumption, imputation, measurement error |
| الوصف: | Data availability statement: All data used to generate the results in this paper are available at http://qed.econ.queensu.ca/jae/datasets/crossley001/ . ; Supporting Information is available online at https://onlinelibrary.wiley.com/doi/10.1002/jae.2921#support-information-section . ; Copyright © 2022 Institute for Fiscal Studies and The Authors. Researchers are often interested in the relationship between two variables, with no single data set containing both. A common strategy is to use proxies for the dependent variable that are common to two surveys to impute the dependent variable into the data set containing the independent variable. We show that commonly employed regression or matching-based imputation procedures lead to inconsistent estimates. We offer a consistent and easily implemented two-step estimator, “rescaled regression prediction.” We derive the correct asymptotic standard errors for this estimator and demonstrate its relationship to alternative approaches. We illustrate with empirical examples using data from the US Consumer Expenditure Survey (CE) and the Panel Study of Income Dynamics (PSID). |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | 1277 - 1294; Print-Electronic |
| اللغة: | English |
| تدمد: | 0883-7252 1099-1255 |
| Relation: | Journal of Applied Econometrics; ORCID iD: Stavros Poupakis orcid:0000-0002-2688-5404; Crossley, T.F., Levell, P. and Poupakis, S. (2022) 'Regression with an imputed dependent variable', Journal of Applied Econometrics, 37 (7), pp. 1277 - 1294. doi:10.1002/jae.2921.; https://bura.brunel.ac.uk/handle/2438/27384; https://doi.org/10.1002/jae.2921 |
| DOI: | 10.1002/jae.2921 |
| الاتاحة: | https://bura.brunel.ac.uk/handle/2438/27384 https://doi.org/10.1002/jae.2921 |
| Rights: | Copyright © 2022 Institute for Fiscal Studies and The Authors. Journal of Applied Econometrics published by John Wiley & Sons, Ltd. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. ; https://creativecommons.org/licenses/by/4.0/ ; Institute for Fiscal Studies and The Authors |
| رقم الانضمام: | edsbas.AE7897EA |
| قاعدة البيانات: | BASE |
| تدمد: | 08837252 10991255 |
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| DOI: | 10.1002/jae.2921 |