Conference Paper 19 Sinapis - National Symposium of Probability and Statistics, 26-30 July 2010, São Pedro, Brazil
Misspecification effects in the analysis of longitudinal survey data
Authors
Publication date
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
Statistical Analysis and Survey Methodology
Links
http://www.ime.unicamp.br/sinape/sites/default/files/Vieira_Salgueiro_Smith_Sinape_v3.pdf
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