Efficient estimators : the use of neural networks to construct pseudo panelsReport as inadecuate




Efficient estimators : the use of neural networks to construct pseudo panels - Download this document for free, or read online. Document in PDF available to download.

1 SAMOS - Statistique Appliquée et MOdélisation Stochastique 2 MATISSE - Modélisation Appliquée, Trajectoires Institutionnelles et Stratégies Socio-Économiques 3 LEMMA - LEMMA

Abstract : Pseudo panels constituted with repeated cross-sections are good substitutes to true panel data. But individuals grouped in a cohort are not the same for successive periods, and it results in a measurement error and inconsistent estimators. The solution is to constitute cohorts of large numbers of individuals but as homogeneous as possible. This paper explains a new way to do this: by using a self-organizing map, whose properties are well suited to achieve these objectives. It is applied to a set of Canadian surveys, in order to estimate income elasticities for 18 consumption functions



keyword : Pseudo panels self-organizing maps





Author: Marie Cottrell - Patrice Gaubert -

Source: https://hal.archives-ouvertes.fr/



DOWNLOAD PDF




Related documents