Português
Ciência-IUL
Publications
Publication Detailed Description
Journal Title
Journal of Official Statistics
Year (definitive publication)
2016
Language
English
Country
Poland
More Information
Web of Science®
Scopus
Google Scholar
This publication is not indexed in Google Scholar
Abstract
Misspecification effects (meffs) measure the effect on the sampling variance of an estimator of incorrect specification of both the sampling scheme and the model considered. We assess the effect of various features of complex sampling schemes on the inferences drawn from models for panel data using meffs. Many longitudinal social survey designs employ multistage sampling, leading to some clustering, which tends to lead to meffs greater than unity. An empirical study using data from the British Household Panel Survey is conducted, and a simulation study is performed. Our results suggest that clustering impacts are stronger for longitudinal studies than for cross-sectional studies, and that meffs for the regression coefficients increase with the number of waves analysed. Hence, estimated standard errors in the analysis of panel data can be misleading if any clustering is ignored.
Acknowledgements
--
Keywords
Longitudinal survey,Sampling variance,Multistage sampling,Stratification,Weighting
Fields of Science and Technology Classification
- Mathematics - Natural Sciences
Funding Records
| Funding Reference | Funding Entity |
|---|---|
| PTDC/GES/72784/2006 | Fundação para a Ciência e a Tecnologia |
| UID/GES/00315/2013 | Fundação para a Ciência e a Tecnologia |
Related Projects
This publication is an output of the following project(s):
Contributions to the Sustainable Development Goals of the United Nations
With the objective to increase the research activity directed towards the achievement of the United Nations 2030 Sustainable Development Goals, the possibility of associating scientific publications with the Sustainable Development Goals is now available in Ciência-IUL. These are the Sustainable Development Goals identified by the author(s) for this publication. For more detailed information on the Sustainable Development Goals, click here.
