Panel regression with multiplicative measurement errors

Gerd Ronning and Hans Schneeweiss

Economics Letters, 2011, vol. 110, issue 2, 136-139

Abstract: The paper explores the effect of multiplicative measurement errors on the estimation of a linear panel data model. Multiplicative errors are often used to minimize disclosure risk of micro data. We use unbiased estimating equations to construct consistent and asymptotically normal estimators.

Keywords: Panel; regression; Multiplicative; measurement; errors; Bias; correction; Asymptotic; variance; Disclosure; control (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:110:y:2011:i:2:p:136-139

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