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Non-Response in Dynamic Panel Data Models

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Author Info
Cheti Nicoletti () (ISER, University of Essex,)

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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.

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Publisher Info
Paper provided by International Conferences on Panel Data in its series 10th International Conference on Panel Data, Berlin, July 5-6, 2002 with number A5-4.

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Date of creation: Mar 2002
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Handle: RePEc:cpd:pd2002:a5-4

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Related research
Keywords: dynamic panel model; attrition; non-response; missing at random; missing completely at random; statistical model reduction;

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Find related papers by JEL classification:
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models

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This page was last updated on 2009-11-27.

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