Multiple imputation for unit-nonresponse versus weighting including a comparison with a nonresponse follow-up study

The results of a national fear of crime survey are compared with results following the use of different nonresponse correction procedures. We compared naive estimates, weighted estimates, estimates after a thorough nonresponse follow-up and estimates after multiple imputation. A strong similarity between the MI and the follow-up-estimates was found. This suggests, that if the assumptions of MAR hold, carefully selected and collected additional data applied in a MI could yield similar estimates to a nonresponse follow-up at a much lower price and respondent burden. --Multiple Imputation,Unit-nonresponse,missing data,complex surveys.

Analyzing the changing gender wage gap based on multiply imputed right censored wages

"In order to analyze the gender wage gap with the German IAB-employment sample we have to solve the problem of censored wages at the upper limit of the social security system. We treat this problem as a missing data problem. We regard the missingness mechanism as not missing at random (NMAR, according to Little and Rubin, 1987, 2002) as well as missing by design. The censored wages are multiply imputed by draws of a random variable from a truncated distribution. The multiple imputation is based on Markov chain Monte Carlo (MCMC) technique. We complete the dataset with this technique in order to apply a Juhn-Murphy-Pierce-decomposition. As the main sources for the narrowing gender wage gap from 1991 to 2001 we identify an improvement of women's position within the wage distribution." (Author's abstract, IAB-Doku) ((en))Lohnunterschied, Lohnhöhe, geschlechtsspezifische Faktoren, IAB-Beschäftigtenstichprobe, Datenaufbereitung, Datenanalyse, angewandte Statistik, Imputationsverfahren

Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity

"In many large data sets of economic interest, some variables, as wages, are top-coded or right-censored. In order to analyze wages with the German IAB employment sample we first have to solve the problem of censored wages at the upper limit of the social security system. We treat this problem as a missing data problem and derive new multiple imputation approaches to impute the censored wages by draws of a random variable from a truncated distribution based on Markov chain Monte Carlo techniques. In general, the variation of income is smaller in lower wage categories than in higher categories and the assumption of homoscedasticity in an imputation model is highly questionable. Therefore, we suggest a new multiple imputation method which does not presume homoscedasticity of the residuals. Finally, in a simulation study, different imputation approaches are compared under different situations and the necessity as well as the validity of the new approach is confirmed." (Author's abstract, IAB-Doku) ((en))Lohnhöhe, Daten, Datenaufbereitung - Methode, angewandte Statistik, mathematische Statistik, Schätzung, Markov-Ketten, Monte-Carlo-Methode, IAB-Beschäftigtenstichprobe, Imputationsverfahren, Westdeutschland, Bundesrepublik Deutschland

Editing and multiply imputing German establishment panel data to estimate stochastic production frontier models

"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. These results may stimulate future research and could have influence on the economic and regional policies in Germany. " (Author's abstract, IAB-Doku) ((en))IAB-Betriebspanel, Befragung, Antwortverhalten, Produktivität, Datenanalyse, Schätzung, betriebliche Kennzahlen, Imputationsverfahren

How valid can data fusion be?

"Data fusion techniques typically aim to achieve a complete data file from different sources which do not contain the same units. Traditionally, this is done on the basis of variables common to all files. It is well known that those approaches establish conditional independence of the specific variables given the common variables, although they may be conditionally dependent in reality. We discuss the objectives of data fusion in the light of their feasibility and distinguish four levels of validity that a fusion technique may achieve. For a rather general situation, we derive the feasible set of correlation matrices for the variables not jointly observed and suggest a new quality index for data fusion. Finally, we present a suitable and effcient multiple imputation procedure to make use of auxiliary information and to overcome the conditional independence assumption." (Author's abstract, IAB-Doku) ((en))Datenfusion, Datenaufbereitung, Datenqualität, Korrelation, Validität, angewandte Statistik, mathematische Statistik, Imputationsverfahren

Des Kartensammlers Dilemma

Käufer von Sammelbildern mögen sich bisweilen fragen, wieviele Käufe sie noch tätigen müssen, um bestimmte Bilder, die zu Gruppen in Tüten verpackt sind, zu erhalten. Dies ist eine gegenüber dem typischen Coupon Collectors Problem modifizierte Fragestellung, da es dort vornehmlich um die Anzahl der nötigen Käufe geht, um alle einzeln verpackte Bilder zu erhalten. in diesem Beitrag wird ein klassisches Modell aus der Stichprobentheorie angewandt, um die Wahrscheinlichkeiten für solche erfolgreichen Käufe zu berechnen. Neben der Annahme eines sog. fairen Spiels werden auch unterschiedliche Produktionswahrscheinlichkeiten erlaubt und ein Programmcode zur Berechnung der gesuchten Wahrscheinlichkeiten entwickel

Where have all the data gone? Stochastic production frontiers with multiply imputed German establishment data

"In this paper, stochastic production frontier models are estimated with IAB establishment data from waves 2002 and 2003 to find important determinants of productivity and ineffciency. The data suffer from nonresponse in the most important variables (output, capital and labor) leading to the loss of 25 % of the observations and possibly imprecise estimates and invalid test statistics. Therefore, the missing values are multiply imputed. Analyzes of the estimation results show that, particularly in the ineffciency submodel, working with multiply imputed data reveals some interesting and plausible results which are not available when ignoring missing observations." (Author's abstract, IAB-Doku) ((en))IAB-Betriebspanel, Schätzung, Fehler, Datenaufbereitung, angewandte Statistik, Imputationsverfahren

The effects of collective bargaining on firm performance : new evidence based on stochastic production frontiers and multiply imputed German establishment data

"This paper makes three contributions to the literature on the effects of collective bargaining on the performance of German establishments. We include the analysis of firms' efficiency and we model productivity and efficiency simultaneously. Confronted with 25 % observations with missing values, we check the missing data mechanisms and find effects of firm size and collective bargaining on it, among others. After proper multiple imputation of the missing values - thus avoiding obvious nonresponse bias -, the results on the collective bargaining effects on productivity and efficiency change significantly. Finally, we suggest to multiply impute implausible zero values in the capital proxy as well." (Author's abstract, IAB-Doku) ((en))Tarifverhandlungen, Lohnpolitik, Produktivitätseffekte, Unternehmenserfolg, IAB-Betriebspanel, Schätzung, Fehler, Datenaufbereitung, angewandte Statistik

Stochastic production frontiers with multiply imputed German establishment data

"In this paper, stochastic production frontier models are estimated with IAB establishment data from waves 2002 and 2003 to analyze productivity and inefficiency. The data suffer from nonresponse in the most important variables (output, capital and labor) leading to the loss of 25 % of the observations and possibly imprecise estimates and invalid test statistics. Therefore the missing values are multiply imputed. The analysis of the estimation results shows that, particularly in the inefficiency submodel, working with multiply imputed data reveals some interesting and plausible results which are not available when missing observations are ignored." (Author's abstract, IAB-Doku) ((en))IAB-Betriebspanel, Schätzung, Fehler, Datenaufbereitung, angewandte Statistik