28-30 April 2014 UNECE - Work session on statistical data editing Data editing and scanner data I. Léonard, G. Varlet and P. Sillard Insee
Dec 23, 2015
28-30 April 2014 UNECE - Work session on statistical data editing
Data editing and scanner data
I. Léonard, G. Varlet and P. SillardInsee
28-30 April 2014 UNECE – Work session on statistical data editing
The French Consumer Price Index (CPI) (1/5)
Laspeyres yearly chained index fixed basket of products during a yearcomparison between the prices in the
current month and those of last December
replacements for products not sold anymore in a shop during the year after a quality-adjustment
28-30 April 2014 UNECE – Work session on statistical data editing
The French Consumer Price Index (CPI) (2/5)
each month 120,000 prices collected in 27,000 shops by 160 price collectors
additional collection done centrally for some sectors (electricity, public transports, mobile phones, …) information provided by companies
28-30 April 2014 UNECE – Work session on statistical data editing
The French Consumer Price Index (CPI) (3/5)
The price collectors choose : the shops in a sample of 96 cities representative of
the French household consumption in different types of shops to be consistent
with the distribution channels
the products inside varieties
28-30 April 2014 UNECE – Work session on statistical data editing
The French Consumer Price Index (CPI) (4/5)
Variety :
small groups of products
defined in a very detailed manner
the set of varieties of a product family is representative of the price dynamics of the whole family
28-30 April 2014 UNECE – Work session on statistical data editing
The French Consumer Price Index (CPI) (5/5)
A two-step computationmicro-indices at variety and city level using
adequate price index formulae to deal with possible substitutions made by the consumers
Laspeyres aggregation of the macro-indices
28-30 April 2014 UNECE – Work session on statistical data editing
The scanner data project (1/5)
European Article Number (EAN)
internationally managed by GS1 for manufactured goods
28-30 April 2014 UNECE – Work session on statistical data editing
The scanner data project (2/5)
recorded by retailers in centralized databases
used for stock management and market research
NSI interested to compute CPI for several years
could be used to develop estimates of average prices and to make spatial comparisons of price levels
28-30 April 2014 UNECE – Work session on statistical data editing
The scanner data project (3/5)
Aimsto increase the quality of disaggregated indices with a basket of products much larger than the present oneto select a non biased sample of products with adequate random sample designto estimate the accuracy of the indicesto include a broader range of productsto apply new statistical methods
without changing the basic concepts
28-30 April 2014 UNECE – Work session on statistical data editing
The scanner data project (4/5)
An experiment
since November 2012
until at least December 2014
involving 4 major companies
under voluntary agreements
28-30 April 2014 UNECE – Work session on statistical data editing
The scanner data project (5/5)
Two indexes in addition to the scanner data to describe shops and products
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the computationof the current French CPI (1/4)
two stages, same principlesprinciples : computation of two confidence intervals of price variations based on the whole previous year by large groups of products
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the computationof the current French CPI (2/4)
previous month current month
case 1 usual price usual price
case 2 usual price promotion or sale price
case 3 promotion or sale price usual price
case 4 promotion or sale price promotion or sale price
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the computationof the current French CPI (3/4)
automatic confirmation of all price variations inside level 1 CIinstant check in the shop by the price collector of price variations inside level 2 CI and outside level 1 CI confirmation or correction
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the computationof the current French CPI (4/4)
For price variations outside level 2 CI :instant check in the shop by the price collector confirmation or correction + explanation of the price variation (stage 1)check of the explanation in offices possible reject of the price (stage 2)
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the scanner data project (1/3)
same principle of price change confidence intervals
no possible check in shops The accuracy of the CI must be improved
The large volume of the database makes it possible
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the scanner data project (2/3)
Computation of CI :
at the variety level
more frequently (monthly or quarterly)
by variety and large area
for a specific product on a recent period
based on the sample or the whole database
28-30 April 2014 UNECE – Work session on statistical data editing
Data editing in the scanner data project (3/3)
Balance between : the improvement of statistical processes thanks to the large volume of data
vs.the performances of computers
An common issue to all the processes of the project