The authors discuss the use of imputed
data in regression analysis, in particular the use of highly
disaggregated welfare indicators (from so-called
"poverty maps"). They show that such indicators
can be used both as explanatory variables on the right-hand
side and as the phenomenon to explain on the left-hand side.
The authors try out practical ways of adjusting standard
errors of the regression coefficients to reflect the error
introduced by using imputed, rather than actual, welfare
indicators. These are illustrated by regression experiments
based on data from Ecuador. For regressions with imputed
variables on the left-hand side, the authors argue that
essentially the same aggregate relationships would be found
with either actual or imputed variables. They address the
methodological question of how to interpret aggregate
relationships found in such regressions.
Bibliographic Details
| Main Authors: |
Elbers, Chris,
Lanjouw, Jean O.,
Lanjouw, Peter |
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| Format: | Policy Research Working Paper
biblioteca
|
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| Language: | English
en_US |
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| Published: |
World Bank, Washington, D.C.
2004-04
|
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| Subjects: | IMPUTED COSTS,
REGRESSION ANALYSIS,
WELFARE INDICATORS,
POVERTY MAPS,
AGGREGATE GROWTH MODELS,
ECONOMIC GROWTH BOOTSTRAP,
CALCULATION,
CAPITA CONSUMPTION,
CAPITA EXPENDITURE,
CENSUS DATA,
CENSUS HOUSEHOLDS,
CENTER,
CLUSTER CORRELATION,
COEFFICIENTS,
COMMUNITY INEQUALITY,
COMPILE,
COMPUTATION,
CONDITIONAL EXPECTATION,
CONSISTENT ESTIMATES,
CONSISTENT ESTIMATOR,
CONSISTENT STANDARD ERRORS,
CONSUMPTION EXPENDITURE,
CONSUMPTION LEVEL,
CONSUMPTION MODEL,
CONSUMPTION REGRESSION,
COVARIANCE,
DEPENDENCY,
DEPENDENT VARIABLE,
DEPENDENT VARIABLES,
DIAGONAL MATRIX,
DISTURBANCE TERM,
ECONOMIC ANALYSIS,
ECONOMIC OUTCOMES,
ERROR,
ERROR TERM,
ERROR VARIANCE,
ERROR VARIANCES,
ESTIMATION PROCEDURE,
EXOGENOUS VARIABLES,
EXPECTED VALUE,
EXPENDITURE MODEL,
EXPLANATORY VARIABLES,
HOUSEHOLD CONSUMPTION,
HOUSEHOLD LEVEL,
HOUSEHOLD SIZE,
HOUSEHOLD SURVEY,
HOUSEHOLD SURVEY DATA,
HOUSEHOLD-LEVEL,
HOUSEHOLDS,
IDIOSYNCRATIC ERROR,
INSTRUMENTAL VARIABLES,
LEVEL OF AGGREGATION,
LINEAR APPROXIMATION,
LIVING STANDARDS,
MATRICES,
MATRIX,
MEASURE OF POVERTY,
PARAMETER ESTIMATES,
PARAMETER VECTOR,
POVERTY ALLEVIATION,
POVERTY MAPPING,
POVERTY MEASURES,
POVERTY STATUS,
PREDICTION,
RANDOM COMPONENTS,
RANDOM EFFECTS,
REGRESSION EQUATION,
REGRESSION MODEL,
RESAMPLING,
SIGNIFICANCE LEVEL,
SIMULATION,
SIMULATIONS,
STANDARD ERROR,
STANDARD ERRORS,
TIME PERIOD,
WEALTH, |
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| Online Access: | http://documents.worldbank.org/curated/en/2004/05/4265592/imputed-welfare-estimates-regression-analysis
http://hdl.handle.net/10986/14102
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