Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/272548 
Year of Publication: 
2023
Series/Report no.: 
IZA Discussion Papers No. 15921
Publisher: 
Institute of Labor Economics (IZA), Bonn
Abstract: 
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.
Subjects: 
interval-censored data
Monte Carlo simulation
heteroskedastic interval regression
wages
JEL: 
C15
C34
J3
Document Type: 
Working Paper

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