Recovering Income Distribution in the Presence of Interval-Censored Data

This paper proposes a method to analyze interval-censored data, using multiple imputation based on a heteroskedastic interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis, includ...

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Main Authors: Canavire-Bacarreza, Gustavo, Rios Avila, Fernando, Sacco-Capurro, Flavia
Format: Working Paper
Language:English
English
Published: World Bank, Washington, DC 2022
Subjects:
Online Access:http://documents.worldbank.org/curated/en/099724408222262517/IDU04f787105008b604f5108f1a061fe88def833
http://hdl.handle.net/10986/37912
id okr-10986-37912
recordtype oai_dc
spelling okr-10986-379122022-08-23T05:10:42Z Recovering Income Distribution in the Presence of Interval-Censored Data Canavire-Bacarreza, Gustavo Rios Avila, Fernando Sacco-Capurro, Flavia INTERVAL-CENSORED DATA MONTE CARLO SIMULATION MONTE CARLO SIMULATION HETEROSKEDASTIC INTERVAL REGRESSION WAGES INCOME DISTRIBUTION POVERTY AND INEQUALITY ESTIMATION LABOR INCOME DATA SALARY DATA This paper proposes a method to analyze interval-censored data, using multiple imputation based on a heteroskedastic interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis, including standard linear regression, quantile regression, or poverty and inequality estimation. The paper presents two applications to show the performance of the method. First, it runs a Monte Carlo simulation to show the method's performance under the assumption of multiplicative heteroskedasticity, with and without conditional normality. Second, it uses the proposed methodology to analyze labor income data in Grenada for 2013–20, where the salary data are interval-censored according to the salary intervals prespecified in the survey questionnaire. The results obtained are consistent across both exercises. 2022-08-22T20:03:02Z 2022-08-22T20:03:02Z 2022-08 Working Paper http://documents.worldbank.org/curated/en/099724408222262517/IDU04f787105008b604f5108f1a061fe88def833 http://hdl.handle.net/10986/37912 English en Policy Research Working Papers;10147 CC BY 3.0 IGO http://creativecommons.org/licenses/by/3.0/igo World Bank World Bank, Washington, DC Policy Research Working Paper Publications & Research
repository_type Digital Repository
institution_category Foreign Institution
institution Digital Repositories
building World Bank Open Knowledge Repository
collection World Bank
language English
English
topic INTERVAL-CENSORED DATA
MONTE CARLO SIMULATION
MONTE CARLO SIMULATION
HETEROSKEDASTIC INTERVAL REGRESSION
WAGES
INCOME DISTRIBUTION
POVERTY AND INEQUALITY ESTIMATION
LABOR INCOME DATA
SALARY DATA
spellingShingle INTERVAL-CENSORED DATA
MONTE CARLO SIMULATION
MONTE CARLO SIMULATION
HETEROSKEDASTIC INTERVAL REGRESSION
WAGES
INCOME DISTRIBUTION
POVERTY AND INEQUALITY ESTIMATION
LABOR INCOME DATA
SALARY DATA
Canavire-Bacarreza, Gustavo
Rios Avila, Fernando
Sacco-Capurro, Flavia
Recovering Income Distribution in the Presence of Interval-Censored Data
relation Policy Research Working Papers;10147
description This paper proposes a method to analyze interval-censored data, using multiple imputation based on a heteroskedastic interval regression approach. The proposed model aims to obtain a synthetic data set that can be used for standard analysis, including standard linear regression, quantile regression, or poverty and inequality estimation. The paper presents two applications to show the performance of the method. First, it runs a Monte Carlo simulation to show the method's performance under the assumption of multiplicative heteroskedasticity, with and without conditional normality. Second, it uses the proposed methodology to analyze labor income data in Grenada for 2013–20, where the salary data are interval-censored according to the salary intervals prespecified in the survey questionnaire. The results obtained are consistent across both exercises.
format Working Paper
author Canavire-Bacarreza, Gustavo
Rios Avila, Fernando
Sacco-Capurro, Flavia
author_facet Canavire-Bacarreza, Gustavo
Rios Avila, Fernando
Sacco-Capurro, Flavia
author_sort Canavire-Bacarreza, Gustavo
title Recovering Income Distribution in the Presence of Interval-Censored Data
title_short Recovering Income Distribution in the Presence of Interval-Censored Data
title_full Recovering Income Distribution in the Presence of Interval-Censored Data
title_fullStr Recovering Income Distribution in the Presence of Interval-Censored Data
title_full_unstemmed Recovering Income Distribution in the Presence of Interval-Censored Data
title_sort recovering income distribution in the presence of interval-censored data
publisher World Bank, Washington, DC
publishDate 2022
url http://documents.worldbank.org/curated/en/099724408222262517/IDU04f787105008b604f5108f1a061fe88def833
http://hdl.handle.net/10986/37912
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