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http://dx.doi.org/10.5351/KJAS.2010.23.5.909

A Comparison of BLS Non-Response Adjustment and Cross-Wave Regression Imputation Methods  

Lee, Sang-Eun (Department of Applied Statistics, Kyonggi University)
Shin, Key-Il (Department of Statistics, Hankuk University of Foreign Studies)
Publication Information
The Korean Journal of Applied Statistics / v.23, no.5, 2010 , pp. 909-921 More about this Journal
Abstract
Cross-wave regression imputation and carry-over imputation method are generally used in the analysis of panel data with missing values. Recently it is known that the BLS non-response adjust method has good statistical properties. In this paper we show that the BLS method can be considered as an imputation method with a similar formula of a ratio-estimator. In addition, we show that the carry-over imputation and BLS imputation are approximately the same under the assumption that data follow a non-stationary process with drift. Small simulation studies and real data analysis are performed. For the real data analysis, a monthly labor statistic (2007) is used.
Keywords
Panel data; missing value; cross-wave regression imputation; carry-over imputation; BLS non-response adjust method;
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
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