Missing Observations and Panel Data A Monte-Carlo Analysis

Laszlo Matyas and Laszlo Lovrics

No 267152, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: By means of Monte—Carlo experiments the loss of efficiency of the main error components' models estimators is analysed if from a panel data base those individuals are dropped for which the observations are not complete. An empirical risk function has been estimated. This can help to measure the risk of the use of complete sub—panels instead of the original but incomplete ones.

Keywords: Research Methods/Statistical Methods; Risk and Uncertainty (search for similar items in EconPapers)
Pages: 16
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267152

DOI: 10.22004/ag.econ.267152

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