<abstract xmlns="http://www.w3.org/1999/xhtml"> Official statistics are a fundamental source of publicly available information that periodically provides a great amount of data on all major areas of citizens’ lives, such as economics, social development, education, and the environment. However, these extraordinary sources of information are often neglected, especially by business and industrial statisticians. In particular, data collected from small businesses, like small and medium-sized enterprizes (SMEs), are rarely integrated with official statistics data.In official statistics data integration, the quality of data is essential to guarantee reliable results. Considering the analysis of surveys on SMEs, one of the most common issues related to data quality is the high proportion of nonresponses that leads to self-selection bias.This work illustrates a flexible methodology to deal with self-selection bias, based on the generalization of Heckman’s two-step method with the introduction of copulas. This approach allows us to assume different distributions for the marginals and to express various dependence structures. The methodology is illustrated through a real data application, where the parameters are estimated according to the Bayesian approach and official statistics data are incorporated into the model via informative priors.</abstract>

Official statistics are a fundamental source of publicly available information that periodically provides a great amount of data on all major areas of citizens’ lives, such as economics, social development, education, and the environment. However, these extraordinary sources of information are often neglected, especially by business and industrial statisticians. In particular, data collected from small businesses, like small and medium-sized enterprizes (SMEs), are rarely integrated with official statistics data.In official statistics data integration, the quality of data is essential to guarantee reliable results. Considering the analysis of surveys on SMEs, one of the most common issues related to data quality is the high proportion of nonresponses that leads to self-selection bias.This work illustrates a flexible methodology to deal with self-selection bias, based on the generalization of Heckman’s two-step method with the introduction of copulas. This approach allows us to assume different distributions for the marginals and to express various dependence structures. The methodology is illustrated through a real data application, where the parameters are estimated according to the Bayesian approach and official statistics data are incorporated into the model via informative priors.

The Use of Official Statistics in Self-Selection Bias Modeling

School of Computing, Electronics and Mathematics, Plymouth University, Drake Circus, PL4 8AA Plymouth, Devon,

Journal of Official Statistics

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"The Use of Official Statistics in Self-Selection Bias Modeling"}

Official statistics are a fundamental source of publicly available information that periodically provides a great amount of data on all major areas of...

The Use of Official Statistics in Self-Selection Bias Modeling

Article Category: Articles

Online veröffentlicht: 23. Nov. 2016

Seitenbereich: 887 - 905

Eingereicht: 01. Apr. 2015

Akzeptiert: 01. März 2016

DOI: https://doi.org/10.1515/jos-2016-0046

Schlüsselwörter
Bayes theorem, copulas, Heckman’s two-step method, informative priors, small and medium-sized enterprizes

© by Luciana Dalla Valle

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

The Use of Official Statistics in Self-Selection Bias Modeling

Article Category: Articles

Online veröffentlicht: 23. Nov. 2016

Seitenbereich: 887 - 905

Eingereicht: 01. Apr. 2015

Akzeptiert: 01. März 2016

DOI: https://doi.org/10.1515/jos-2016-0046

SchlüsselwörterBayes theorem, copulas, Heckman’s two-step method, informative priors, small and medium-sized enterprizes

© by Luciana Dalla Valle

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Schlüsselwörter
Bayes theorem, copulas, Heckman’s two-step method, informative priors, small and medium-sized enterprizes