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A Multivariate Regression Estimator of Levels and Change for Surveys Over Time Cover

A Multivariate Regression Estimator of Levels and Change for Surveys Over Time

By: Anne Konrad and  Yves Berger  
Open Access
|Mar 2023

Abstract

Rotations are often used for panel surveys, where the observations remain in the sample for a predefined number of periods and then rotate out. The information of previous waves can be exploited to improve current estimates. We propose a multivariate regression estimator which captures all information available from both waves. By adding additional auxiliary variables describing the information of the rotational design, the proposed estimator captures the sample correlation between waves. It can be used for the estimation of levels and changes.

Language: English
Page range: 27 - 44
Submitted on: Dec 1, 2021
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Accepted on: Aug 1, 2022
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Published on: Mar 16, 2023
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2023 Anne Konrad, Yves Berger, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.