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Cross-sectional Unbiasedness of the Distorted Data
ОглавлениеThe distribution of the infused noise is symmetric, and allocation of the noise factors is random. The data distribution resulting from the noise infusion should thus be unbiased. We compute the bias ΔX in each cell kt, expressed in percentage terms:
Table 2.1 Distribution of errors Δr in first-order serial correlation, QWI.
Variable | Median | Semi-interquartile range |
---|---|---|
Accessions | −0.000 542 | 0.026 314 |
Beginning-of-quarter employment | 0.000 230 | 0.021 775 |
Full-quarter employment | 0.000 279 | 0.018 830 |
Net job flows | −0.000 025 | 0.002 288 |
Separations | 0.000 797 | 0.025 539 |
Evidence of unbiasedness is provided by Figure 2.2, which shows the distribution of the bias for X = B. 11 The distribution of ΔB has most mass around the mode at 0%. Also, as is to be expected, secondary spikes are present around ±c, the inner bound of the noise distribution.