Language:
English
Pages:
1 Online-Ressource (30 pages)
Parallel Title:
Erscheint auch als Canavire-Bacarreza, Gustavo Recovering Income Distribution in the Presence of Interval-Censored Data
Keywords:
Econometrics
;
Economic Forecasting
;
Economic Theory and Research
;
Heteroskedastic Interval Regression
;
ICT Data and Statistics
;
Income Distribution
;
Interval-Censored Data
;
Labor Income Data
;
Macroeconomics and Economic Growth
;
Monte Carlo Simulation
;
Poverty and Inequality Estimation
;
Poverty Monitoring and Analysis
;
Poverty Reduction
;
Salary Data
;
Wages
;
Information and Communication Technologies
Abstract:
This paper proposes a method to analyze interval-censored data, using multiple imputation based on a heteroskedastic interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis, including standard linear regression, quantile regression, or poverty and inequality estimation. The paper presents two applications to show the performance of the method. First, it runs a Monte Carlo simulation to show the method's performance under the assumption of multiplicative heteroskedasticity, with and without conditional normality. Second, it uses the proposed methodology to analyze labor income data in Grenada for 2013-20, where the salary data are interval-censored according to the salary intervals prespecified in the survey questionnaire. The results obtained are consistent across both exercises
DOI:
10.1596/1813-9450-10147
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