This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 472
Type: Contributed
Date/Time: Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Government Statistics
Abstract - #308394
Title: Functional Principal Component Analysis of Density Families with Categorical and Continuous Data on Canadian Entrant Manufacturing Firms
Author(s): Kim P. Huynh*+ and David T. Jacho-Chavez and Robert J. Petrunia and Marcel Cristian Voia
Companies: Indiana University and Indiana University and Lakehead University and Carleton University
Address: 105 Wylie Hall, Bloomington, IN, 47405,
Keywords: Firm Distributions ; Functional Principal Components ; Nonparametric Methods ; Administrative Tax Data ; Balance Sheet ; Entrant Firms

This paper investigates the evolution of firm distributions for entrant manufacturing firms in Canada using functional principal components analysis (FPCA). This method is nonparametric, describes the dynamic of marginal densities and illustrates the efficacy of functional principal components to analyze firm distributions. We modify the Kneip and Utikal (JASA, 2001) method to allow for the inclusion of qualitative information in the form of discrete variables such as industry and region. The results indicate that there are substantial differences in the dynamics of firm size, labour productivity, and leverage distributions between two cohorts. Accounting for industry and regional effects matter for inference on the dynamics of the density. These results show that the importance of including qualitative information when applying FPCA to account for potential heterogeneity.

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