2023 Fiscal Year Final Research Report
Estimation and testing in panel data analysis with missing data
| Project/Area Number |
20K01592
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Review Section |
Basic Section 07030:Economic statistics-related
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| Research Institution | Osaka Metropolitan University (2022-2023)
Osaka Prefecture University (2020-2021) |
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Principal Investigator |
Kano Shigeki 大阪公立大学, 大学院経済学研究科, 教授 (80382232)
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| Project Period (FY) |
2020-04-01 – 2024-03-31
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| Keywords | 欠損データ / パネルデータ / 定式化の検定 |
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| Outline of Final Research Achievements |
In the empirical analysis by the panel data of individuals, we often see the issue of missing data. Now many research areas including economics pay strong attention to this issue because a systematic data missing can bias our research results. However, many existing studies have focused on the estimation method for correcting bias. So little has been done on the specification testing on the data missing. Our first purpose is to develop methods for testing if we should correct bias or not and apply it to real data. Our second purpose is to propose a new method for the sample selection problem from the viewpoint of data missing.
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| Free Research Field |
計量経済学
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| Academic Significance and Societal Importance of the Research Achievements |
データの欠損（missing）は、経済学のみならず疫学、公衆衛生学、社会学、政治学といった、観測データを利用する分野で広く関心を集める問題である。個体の属性に基づき系統的にデータ欠損が発生しているならば、完全観測のサンプルは代表性を失い、推定結果にバイアスが生じることが知られている。本研究は、パネルデータで生じる欠損データの問題に対し、IPWに基づく新たな推定・検定方法を開発する。また実際に個票パネルデータにそれらを適用した実証分析を行う。
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