Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse
AbstractMicroeconomic surveys are usually subject to the problem of item nonresponse, typically associated with variables like income and wealth, where confidentiality and/or lack of accurate information can affect the response behavior of the individual. Follow up categorical questions can reduce item nonresponse and provide additional partial information on the missing value, hence improving the quality of the data. In this paper we allow item nonresponse to be non-random and extend Manski’s approach of estimating bounds to identify an upper and lower limit for the parameter of interest (the distribution function or its quantiles). Our extension consists of deriving bounding intervals taking into account all three types of response behavior: full response, partial (categorical) response and full nonresponse. We illustrate the theory by estimating bounds for the quantiles of the distribution of amounts held in savings accounts. We consider worst case bounds which cannot be improved upon without additional assumptions, as well as bounds that follow from different assumptions of monotonicity.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1999-38.
Date of creation: 1999
Date of revision:
Contact details of provider:
Web page: http://center.uvt.nl
item nonresponse; bracket response; bounds and identification;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Nicoletti, Cheti & Peracchi, Franco & Foliano, Francesca, 2011.
"Estimating Income Poverty in the Presence of Missing Data and Measurement Error,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 29(1), pages 61-72.
- Cheti Nicoletti & Franco Peracchi & Francesca Foliano, 2009. "Estimating Income Poverty in the Presence of Missing Data and Measurement Error," SOEPpapers on Multidisciplinary Panel Data Research 252, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Cheti Nicoletti & Franco Peracchi & Francesca Foliano, 2009. "Estimating Income Poverty in the Presence of Missing Data and Measurement Error," CEIS Research Paper 145, Tor Vergata University, CEIS, revised 30 Sep 2009.
- repec:ese:iserwp:2007-15 is not listed on IDEAS
- Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van, 2001. "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper 2001-67, Tilburg University, Center for Economic Research.
- 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.
- Winter, Joachim, 0000. "Bracketing effects in categorized survey questions and the measurement of economic quantities," Sonderforschungsbereich 504 Publications 02-35, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
- Vazquez-Alvarez, R., 2001. "A Nonparametric Approach to the Sample Selection Problem in Survey Data," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86303, Tilburg University.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Richard Broekman).
If references are entirely missing, you can add them using this form.