Nothing Special   »   [go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/p/cpd/pd2002/a5-4.html
   My bibliography  Save this paper

Non-Response in Dynamic Panel Data Models

Author

Listed:
  • Cheti Nicoletti

    (ISER, University of Essex,)

Abstract
This paper stresses the links that exist between concepts that are used in the theory of model reduction and concepts that arise in the missing data literature. This connection motivates the extension of the missing at random (MAR) and the missing completely at random (MCAR) concepts from a static setting, as introduced by Rubin (1976), to the case of dynamic panel data models. Using this extension of the MAR and MCAR definitions, we emphasize the limits of some tests and procedures, proposed by Little (1988), Diggle (1989), Park and Davis (1993), Taris (1996) and others, to verify the ignorability of the missing data mechanism.

Suggested Citation

  • Cheti Nicoletti, 2002. "Non-Response in Dynamic Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-4, International Conferences on Panel Data.
    • Handle: RePEc:cpd:pd2002:a5-4
    as

    Download full text from publisher

    File URL: http://econpapers.repec.org/cpd/2002/69_Nicoletti.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Angrist, Joshua D., 1997. "Conditional independence in sample selection models," Economics Letters, Elsevier, vol. 54(2), pages 103-112, February.
    2. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Discussion Paper 1992-7, Tilburg University, Center for Economic Research.
    3. James J. Heckman & Hidehiko Ichimura & Petra E. Todd, 1997. "Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(4), pages 605-654.
    4. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    5. Verbeek, Marno & Nijman, Theo, 1992. "Testing for Selectivity Bias in Panel Data Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 681-703, August.
    6. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, July.
    7. Peter Jensen & Michael Rosholm & Mette Verner, "undated". "A Comparison of Different Estimators for Panel Data Sample Selection Models," Economics Working Papers 2002-1, Department of Economics and Business Economics, Aarhus University.
    8. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
    9. Rajeev H. Dehejia & Sadek Wahba, 2002. "Propensity Score-Matching Methods For Nonexperimental Causal Studies," The Review of Economics and Statistics, MIT Press, vol. 84(1), pages 151-161, February.
    10. Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May.
    11. J.‐P. Florens & M. Mouchart, 1985. "Conditioning In Dynamic Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 6(1), pages 15-34, January.
    12. Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, vol. 65(6), pages 1335-1364, November.
    13. Francis Vella, 1998. "Estimating Models with Sample Selection Bias: A Survey," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 127-169.
    14. Florens, J.-P. & Mouchart, M., 1985. "Conditioning in dynamic models," LIDAM Reprints CORE 624, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    15. Charles F. Manski & John V. Pepper, 2000. "Monotone Instrumental Variables, with an Application to the Returns to Schooling," Econometrica, Econometric Society, vol. 68(4), pages 997-1012, July.
    16. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521370905, October.
    17. Heckman, J.J. & Hotz, V.J., 1988. "Choosing Among Alternative Nonexperimental Methods For Estimating The Impact Of Social Programs: The Case Of Manpower Training," University of Chicago - Economics Research Center 88-12, Chicago - Economics Research Center.
    18. Hausman, Jerry A & Wise, David A, 1979. "Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment," Econometrica, Econometric Society, vol. 47(2), pages 455-473, March.
    19. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
    20. Ahn, Hyungtaik & Powell, James L., 1993. "Semiparametric estimation of censored selection models with a nonparametric selection mechanism," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 3-29, July.
    21. Guido W. Imbens, 1999. "The Role of the Propensity Score in Estimating Dose-Response Functions," NBER Technical Working Papers 0237, National Bureau of Economic Research, Inc.
    22. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    23. Michael Lechner, 1999. "Nonparametric bounds on employment and income effects of continuous vocational training in East Germany," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 1-28.
    24. Inkmann, Joachim, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Papers 01/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
    25. Barnett,William A. & Powell,James & Tauchen,George E. (ed.), 1991. "Nonparametric and Semiparametric Methods in Econometrics and Statistics," Cambridge Books, Cambridge University Press, number 9780521424318, October.
    26. Lechner, Michael, 1999. "Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 74-90, January.
    27. Donald W. K. Andrews & Marcia M. A. Schafgans, 1998. "Semiparametric Estimation of the Intercept of a Sample Selection Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 497-517.
    28. Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Testing for selectivity in panel data models," Other publications TiSEM 7ec34a6c-1d84-4052-971c-d, Tilburg University, School of Economics and Management.
    29. Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
    30. Hendry, David F., 1995. "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164.
    31. Florens, J P & Mouchart, M, 1982. "A Note on Noncausality," Econometrica, Econometric Society, vol. 50(3), pages 583-591, May.
    32. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    33. Abowd J.M. & Crepon B. & Kramarz F., 2001. "Moment Estimation With Attrition: An Application to Economic Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1223-1231, December.
    34. Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 2001. "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Other publications TiSEM cb4befff-4232-459b-ab68-2, Tilburg University, School of Economics and Management.
    35. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 117-139, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Joaquín Prieto, 2021. "Poverty traps and affluence shields: Modelling the persistence of income position in Chile," Working Papers 576, ECINEQ, Society for the Study of Economic Inequality.
    2. Bhattacharya, Debopam, 2008. "Inference in panel data models under attrition caused by unobservables," Journal of Econometrics, Elsevier, vol. 144(2), pages 430-446, June.
    3. Marcel Das & Vera Toepoel & Arthur van Soest, 2011. "Nonparametric Tests of Panel Conditioning and Attrition Bias in Panel Surveys," Sociological Methods & Research, , vol. 40(1), pages 32-56, February.
    4. Behncke S, 2009. "How Does Retirement Affect Health?," Health, Econometrics and Data Group (HEDG) Working Papers 09/11, HEDG, c/o Department of Economics, University of York.
    5. Heng Chen & Marie-Hélène Felt & Kim P. Huynh, 2017. "Retail payment innovations and cash usage: accounting for attrition by using refreshment samples," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 503-530, February.
    6. Rene Segers & Philip Hans Franses, 2014. "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
    7. Kappe, E.R. & Bijwaard, G.E., 2005. "Does work-related training reduce the discrepancy between function requirements and competencies?," Econometric Institute Research Papers EI 2005-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    8. Das, J.W.M. & Toepoel, V. & van Soest, A.H.O., 2007. "Can I use a Panel? Panel Conditioning and Attrition Bias in Panel Surveys," Other publications TiSEM 9407cc7a-23f1-49b9-990d-8, Tilburg University, School of Economics and Management.
    9. Lee, Yong-Woo, 2016. "State Dependence, Unobserved Heterogeneity, And Health Dynamics In Korea," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(2), pages 195-221, December.
    10. Takeshima, Hiroyuki, 2015. "Drivers of growth in agricultural returns to scale: The hiring in of tractor services in the Terai of Nepal:," IFPRI discussion papers 1476, International Food Policy Research Institute (IFPRI).
    11. Michael Pfaffermayr, 2013. "The Cliff and Ord Test for Spatial Correlation of the Disturbances in Unbalanced Panel Models," International Regional Science Review, , vol. 36(4), pages 492-506, October.
    12. McGovern, Mark E. & Canning, David & Bärnighausen, Till, 2018. "Accounting for non-response bias using participation incentives and survey design: An application using gift vouchers," Economics Letters, Elsevier, vol. 171(C), pages 239-244.
    13. Mark McGovern & David Canning & Till Bärnighausen, 2018. "Accounting for Non-Response Bias using Participation Incentives and Survey Design," CHaRMS Working Papers 18-02, Centre for HeAlth Research at the Management School (CHaRMS).
    14. Giampiero Marra & Rosalba Radice & Till Bärnighausen & Simon N. Wood & Mark E. McGovern, 2017. "A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 484-496, April.
    15. Prieto Suarez, Joaquin, 2021. "Poverty traps and affluence shields: modelling the persistence of income position in Chile," LSE Research Online Documents on Economics 110719, London School of Economics and Political Science, LSE Library.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    2. Martin Huber, 2014. "Treatment Evaluation in the Presence of Sample Selection," Econometric Reviews, Taylor & Francis Journals, vol. 33(8), pages 869-905, November.
    3. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    4. Lewbel, Arthur, 2007. "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 777-806, December.
    5. Michael Lechner, 2004. "Sequential Matching Estimation of Dynamic Causal Models," University of St. Gallen Department of Economics working paper series 2004 2004-06, Department of Economics, University of St. Gallen.
    6. Nicoletti, Cheti, 2008. "Multiple sample selection in the estimation of intergenerational occupational mobility," ISER Working Paper Series 2008-20, Institute for Social and Economic Research.
    7. D'Addio, Anna Cristina & De Greef, Isabelle & Rosholm, Michael, 2002. "Assessing Unemployment Traps in Belgium Using Panel Data Sample Selection Models," IZA Discussion Papers 669, Institute of Labor Economics (IZA).
    8. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    9. Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001. "Combining Panel Data Sets with Attrition and Refreshment Samples," Econometrica, Econometric Society, vol. 69(6), pages 1645-1659, November.
    10. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
    11. repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    12. Inkmann, J., 2005. "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Other publications TiSEM c39cff1f-16c1-4446-a83f-c, Tilburg University, School of Economics and Management.
    13. repec:spo:wpmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    14. repec:spo:wpecon:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
    15. Martin Huber, 2012. "Identification of Average Treatment Effects in Social Experiments Under Alternative Forms of Attrition," Journal of Educational and Behavioral Statistics, , vol. 37(3), pages 443-474, June.
    16. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    17. Joachim Inkmann, 2010. "Estimating Firm Size Elasticities of Product and Process R&D," Economica, London School of Economics and Political Science, vol. 77(306), pages 384-402, April.
    18. Das, M., 2004. "Simple estimators for nonparametric panel data models with sample attrition," Journal of Econometrics, Elsevier, vol. 120(1), pages 159-180, May.
    19. E. Santarelli & H. T. Tran, 2013. "Diversification Strategies and Firm Performance: A Sample Selection Approach," Working Papers wp896, Dipartimento Scienze Economiche, Universita' di Bologna.
    20. Zimmer, David M., 2010. "The role of health insurance in labor supply decisions of divorced females," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 121-131, May.
    21. Martin Huber & Anna Solovyeva, 2020. "Direct and Indirect Effects under Sample Selection and Outcome Attrition," Econometrics, MDPI, vol. 8(4), pages 1-25, December.
    22. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
    23. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    24. Michael Lechner, 2002. "Mikroökonometrische Evaluation arbeitsmarktpolitischer Massnahmen," University of St. Gallen Department of Economics working paper series 2002 2002-20, Department of Economics, University of St. Gallen.

    More about this item

    Keywords

    dynamic panel model; attrition; non-response; missing at random; missing completely at random; statistical model reduction;
    All these keywords.

    JEL classification:

    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cpd:pd2002:a5-4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sune Karlsson (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.