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Mikkel, Solvsten ; Raffaele, Saggio ; Raffaele, Saggio ; Patrick, Kline ; Mikkel, Sølvsten. (2019) Leave-out estimation of variance components.
In: Papers. RePEc:arx:papers:1806.01494.
Full description at Econpapers
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Largest connected set represents the largest sample in which all the associated firms are connected. The leave out sample is the largest connected set such that every firm remains connected after removing any given edge (mover), see Appendix B for details. We further pruned this sample by removing any stayer belonging to the firms associated with the mover with the highest lindeberg condition. A mover is defined as a worker who switched firm between the year 1999 and 2001. Statistics on log daily wages are person-â€Âyear weighted. Source: VWH dataset.
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