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Wealth dynamics: reducing noise in panel data

财富动态:减少面板数据中的噪声

Abstract Although the asset data from the Health and Retirement Study (HRS) is of very high quality, there is sufficient noise to frustrate attempts to study saving behaviour by examining wave‐to‐wave change in wealth. In this research, we attempt to reduce noise by means of reactive‐dependent interviewing in which respondents with large inexplicable changes in assets between 1998 and 2000 are called back by HRS interviewers, presented with their prior reports and asked to…

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Response and Sequencing Errors in Surveys: A Discrete Contagious Regression Analysis

调查中的回答与跳题顺序错误:离散传染回归分析

Skip sequencing in surveys reduces costs but also acts as a mechanism of contagion in transmitting error from one survey item to subsequent items. The error process is modeled as a contagious, stochastic one in which both the initiating and induced errors follow the Poisson distribution. The resulting compound distribution, first used by Thomas in 1949, is then used as the basis of a discrete contagious regression model in which characteristics of respondents, subject…

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Response and Sequencing Errors in Surveys: A Discrete Contagious Regression Analysis

调查中的回答与跳题顺序错误:离散传染回归分析

Skip sequencing in surveys reduces costs but also acts as a mechanism of contagion in transmitting error from one survey item to subsequent items. The error process is modeled as a contagious, stochastic one in which both the initiating and induced errors follow the Poisson distribution. The resulting compound distribution, first used by Thomas in 1949, is then used as the basis of a discrete contagious regression model in which characteristics of respondents, subject…

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Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics

家庭面板数据质量评估:以收入动态面板研究为例

Evidence from a number of methodological studies are used to assess the overall quality of data from the Panel Study of Income Dynamics (PSID). Despite substantial cumulative non-response over the nearly two decades spanned by the study, the sample is found to maintain its representation of the nonimmigrant population of the United States. The most important reasons for this result are that the study's following rules insure that the sample replaces itself in the same manner…

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