从分组数据计算回归统计

Q3 Social Sciences

Journal of Economic and Social Measurement Pub Date : 2015-06-30 DOI:10.3233/JEM-150416

Jörg Schwiebert

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引用次数: 1

摘要

本文研究分组数据的回归技术。特别是，它显示了如何从个人水平数据中获得的回归统计数据可以通过分组数据来复制。考虑了三种常见的回归方法:普通最小二乘、工具变量和非线性最小二乘回归。还提供了在计量经济学软件包Stata中实现分组数据技术的代码。一个经验例子表明，分组数据公式确实复制了从个人水平数据中获得的统计数据。本文还讨论了分组数据对实证研究的重要性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Computing regression statistics from grouped data

This paper considers regression techniques for grouped data. In particular, it is shown how regression statistics obtained from individual level data can be replicated by means of grouped data. Three common regression approaches are considered: ordinary least squares, instrumental variables and nonlinear least squares regression. Also provided is code to implement the grouped-data techniques in the econometric software package Stata. An empirical example illustrates that the grouped-data formulas indeed replicate the statistics obtained from the individual level data. It is also argued why grouped data are important for empirical research.

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来源期刊

Journal of Economic and Social Measurement Social Sciences-Social Sciences (all)

CiteScore

1.60

自引率

0.00%

发文量

期刊介绍： The Journal of Economic and Social Measurement (JESM) is a quarterly journal that is concerned with the investigation of all aspects of production, distribution and use of economic and other societal statistical data, and with the use of computers in that context. JESM publishes articles that consider the statistical methodology of economic and social science measurements. It is concerned with the methods and problems of data distribution, including the design and implementation of data base systems and, more generally, computer software and hardware for distributing and accessing statistical data files. Its focus on computer software also includes the valuation of algorithms and their implementation, assessing the degree to which particular algorithms may yield more or less accurate computed results. It addresses the technical and even legal problems of the collection and use of data, legislation and administrative actions affecting government produced or distributed data files, and similar topics. The journal serves as a forum for the exchange of information and views between data producers and users. In addition, it considers the various uses to which statistical data may be put, particularly to the degree that these uses illustrate or affect the properties of the data. The data considered in JESM are usually economic or social, as mentioned, but this is not a requirement; the editorial policies of JESM do not place a priori restrictions upon the data that might be considered within individual articles. Furthermore, there are no limitations concerning the source of the data.