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Author Kölling, Arnd ♦ Rässler, Susanne
Source EconStor
Content type Text
Publisher Institut für Arbeitsmarkt- und Berufsforschung (IAB)
File Format PDF
Language English
Subject Domain (in DDC) Social sciences ♦ Economics
Subject Keyword IAB-Betriebspanel ♦ multivariate Analyse ♦ Datenanalyse ♦ Befragung ♦ Unternehmen ♦ Antwortverhalten ♦ statistische Methode ♦ Schätzung ♦ regionale Disparität ♦ Ökonometrie - Modell ♦ technischer Fortschritt ♦ Produktivität ♦ Markov-Ketten ♦ Monte-Carlo-Methode ♦ Ostdeutschland ♦ Westdeutschland ♦ Bundesrepublik Deutschland ♦ Produktivität ♦ Schätzung ♦ Statistische Methode ♦ Technische Effizienz ♦ Produktionsfaktor ♦ Panel ♦ Deutschland ♦ Statistical Simulation Methods: General ♦ Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access ♦ Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
Abstract This paper illustrates the effects of item-nonresponse in surveys on the results of multivariate statistical analysis when estimation of productivity is the task. To multiply impute the missing data a data augmentation algorithm based on a normal/Wishart model is applied. Data of the German IAB Establishment Panel from waves 2000 and 2001 are used to estimate the establishment s productivity. The processes of constructing, editing, and transforming the variables needed for the analyst s as well as the imputer s models are described. It is shown that standard multiple imputation techniques can be used to estimate sophisticated econometric models from large-scale panel data exposed to item-nonresponse. Basis of the empirical analysis is a stochastic production frontier model with labour and capital as input factors. The results show that a model of technical inefficiency is favoured compared to a case where we assume different production functions in East and West Germany. Also we see that the effect of regional setting on technical inefficiency increases when inference is based on multiply imputed data sets. This could have influence on the economic and regional policies in Germany in the future.
Part of series IAB-Discussion Paper x5/2004
Learning Resource Type Article
Publisher Date 2004-01-01
Publisher Place Nürnberg
Rights Holder http://www.econstor.eu/dspace/Nutzungsbedingungen