Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/18457
Title: On the Returns to Occupational Qualification in Terms of Subjective and Objective Variables: A GEE-type Approach to the Estimation of Two-Equation Panel Models
Keywords: ddc:330
generalized estimating equations
mean and covariance model
multiple imputation
pseudo-score equations
status inconsistency
weighting
Issue Date: 16-Oct-2013
Publisher: Deutsches Institut für Wirtschaftsforschung (DIW) Berlin
Description: This article proposes an estimation approach for panel models with mixed continuous and ordered categorical outcomes based on generalized estimating equations for the mean and pseudo-score equations for the covariance parameters. A numerical study suggests that efficiency can be gained as concerns the mean parameter estimators by using individual covariance matrices in the estimating equations for the mean parameters. The approach is applied to estimate the returns to occupational qualification in terms of income and perceived job security in a nine-year period based on the German Socio-Economic Panel (SOEP). To compensate for missing data, a combined multiple imputation/weighting approach is adopted.
URI: http://koha.mediu.edu.my:8181/xmlui/handle/10419/18457
Other Identifiers: http://hdl.handle.net/10419/18457
ppn:510323693
Appears in Collections:EconStor

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