Misspecification effects in the analysis of longitudinal survey data

Publication type

Conference Paper

Series

19 Sinapis - National Symposium of Probability and Statistics, 26-30 July 2010, São Pedro, Brazil

Authors

Publication date

June 1, 2010

Abstract:

Misspecification effects (meffs) measure the inflation of the sampling variance of an estimator as a result of the use of complex sampling schemes. Many longitudinal social survey designs employ multi-stage sampling, leading to some clustering of the sample and to meffs greater than one. For a model for panel data we consider methods for estimating parameters which allow for complex schemes. An empirical study using longitudinal data from the British Household Panel Survey is conducted, and a simulation study is performed.

Subjects

Link

- http://www.ime.unicamp.br/sinape/sites/default/files/Vieira_Salgueiro_Smith_Sinape_v3.pdf

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