RIEBセミナー RIEB Seminar

日時 2011年8月2日(火)午後3時30分から
会場 神戸大学経済経営研究所 調査室(兼松記念館1階)
対象 教員、院生、および同等の知識をお持ちの方
使用言語 英語
備考 論文のコピーは共同研究推進室にご用意いたします。

3:30pm~

報告者 藤井 朋樹
所属 シンガポール経営大学経済学部
論題 Two sample cross tabulation
概要 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.