Dienstag, 17. April 2012, 12-13 Uhr - Raum: W9-109
Dipl.-Psych. Kristian Kleinke (BSocSc Hons)
Universität Bielefeld
Multiple Imputation of Multilevel Count Data
Throughout the last couple of years multiple imputation has become a popular and widely accepted technique to handle missing data properly. Although various multiple imputation procedures have been implemented in all major statistical packages, currently available software is still highly limited regarding the imputation of incomplete count data. As count data analysis typically makes it necessary to fit statistical models that are suited for count data like Poisson or negative binomial models, also imputation procedures should be specially tailored to the statistical specialities of count data. We present flexible and easy to use software to create multiple imputations of incomplete ordinary and overdispersed multilevel count data, based on a generalized linear mixed model with multivariate normal random effects, using penalized quasi-likelihood. Our procedure works as an add-on for the popular and powerful mice software (van Buuren & Groothuis-Oudshoorn, 2011). The advantage is that users simply work in mice and call these functions directly from mice and do not have to familiarize themselves with yet another statistical software.
Dienstag, 15. Mai 2012, 12-13 Uhr - Raum: W9-109
Prof. Dr. Martin Wagner
Karl-Franzens-Universität Graz
On the econometric analysis of the environmental Kuznets curve
Recent years have seen a growing literature on the environmental Kuznets curve (EKC) that resorts in a large part to unit root and cointegration techniques. The empirical EKC literature has failed to acknowledge that such regressions involve unit root nonstationary regressors and their integer powers (e.g. GDP and GDP squared), which behave differently from linear cointegrating regressions. In this talk we discuss the necessary tools for cointegration analysis of EKC type relationships, including testing for cointegration and estimation of nonlinear cointegrating relationships.
The estimation theory allows to include pre-determined stationary regressors, deterministic regressors, unit root nonstationary regressors and their integer powers. We consider fully modified OLS estimation and specification tests based on augmented and auxiliary regressions. Cointegration testing is based on extending the KPSS test as well as on an extension of a variance ratio test of Phillips and Ouliaris (1990). We present some simulation results illustrating the performance of the estimators and tests. In the empirical application for CO2 and SO2 emissions for 19 early industrialized countries over the period 1870-2000 we only find limited evidence for an EKC, and less evidence than is ‘found’ by applying the typically used inadequate methods developed for linear cointegrating relationships.
Dienstag, 29. Mai 2012, 12-13 Uhr - Raum: W9-109
Prof. Regina T. Riphahn, Ph.D.
Friedrich-Alexander-Universität Erlangen-Nürnberg
Wage Mobility in East and West Germany
This article studies long run patterns and explanations of wage mobility as a characteristic of regional labor markets. Using German administrative data we describe wage mobility since 1975 in West and since 1992 in East Germany. Wage mobility declined substantially in East Germany in the 1990s and moderately in East and West Germany since the late 1990s. Therefore, wage mobility does not balance recent increases in cross-sectional wage inequality. We apply RIF regression based decompositions to measure the role of factors associated with these mobility changes. Increasing job stability plays an important role in the East German mobility decline.
Dienstag, 12. Juni 2012, 12-13 Uhr - Raum: W9-109
Dienstag, 26. Juni 2012, 12-13 Uhr - Raum: W9-109
Dienstag, 10. Juli 2012, 12-13 Uhr - Raum: W9-109
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