RIEB Seminar

Date&Time Tuesday, August 2, 2011, 3:30pm-
Place Seminar Room at RIEB (Kanematsu Memorial Hall 1st Floor)
Intended Audience Faculty, Graduate Students, and People with Equivalent Knowledge
Language English
Note Copies of the paper will be available at Office of Promoting Research Collaboration.

3:30pm-

Speaker Tomoki FUJII
Affiliation School of Economics, Singapore Management University
Topic Two sample cross tabulation
Abstract Conventional cross-tabulation of two variables assumes that the data are available for the same individuals, households, or firms. This pre-requisite is not always met. One way to proceed in that case is to cross-tabulate exact observations with imputed values. Estimates will now also be subject to imputation error, in addition to the sampling error, which increases the standard errors and may introduce a bias. The objective of this paper is to provide analytical approximations for both the bias (that may be adopted for a bias correction) and the standard errors, so that estimates can be obtained without the use of bootstrapping. We include Monte-Carlo simulation results that show that: (i) bias-corrected estimates are more accurate, (ii) the contribution of the imputation error to total variance is not negligible, and (iii) standard errors obtained by analytical approximation almost perfectly coincide with estimates based on bootstrapping. An empirical example is also provided.