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Combining Panel Data Sets with Attrition and Refreshment Samples

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Author Info
Keisuke Hirano (Harvard University)
Guido W. Imbens (UCLA)
Geert Ridder () (Vrije Universiteit Amsterdam)
Donald B. Rubin (Harvard University)

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Abstract

With panel data important issues can be resolved that can not be addressed with cross--sectional data. A major drawback is that panel data suffer from more severe missing data problems. Adding a sample consisting of new units randomly drawn from the original population as replacements for units who have dropped out of the panel, a so--called refreshment sample, can be helpful in mitigating the effects of attrition, both by allowing for estimation of richer models and by making estimation of conventional models more precise. In this paper we develop a family of models that incorporate refreshment samples, and we demonstrate in an application to a Dutch data set on travel behaviour that such models can lead to substantially different results than models that assume that the missing data process is ignorable or conventional econometric models for panel data with attrition.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 98-033/4.

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Date of creation: 23 Mar 1998
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Handle: RePEc:dgr:uvatin:19980033

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Related research
Keywords: panel data; missing data; > attrition.
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Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data

References listed on IDEAS
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  1. John Fitzgerald & Peter Gottschalk & Robert Moffit, 1999. "Sample Attrition in Panel Data: The Role of Selection on Observables," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 06, Juillet-D. [Downloadable!]
  2. 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 455-73, March. [Downloadable!] (restricted)
  3. John M. Abowd & Bruno Crepon & Francis Kramarz & Alain Trognon, 1995. "A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death," NBER Technical Working Papers 0180, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-61, January. [Downloadable!] (restricted)
  5. Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, vol. 65(6), pages 1335-1364, November.
  6. Albert, James H & Chib, Siddhartha, 1993. "Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 1-15, January.
  7. Claire Chambolle & Keisuke Hirano, 1999. "Predictive Distributions based on Longitudinal Earnings Data," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 09, Juillet-D. [Downloadable!]
  8. Ridder, Geert, 1992. "An empirical evaluation of some models for non-random attrition in panel data," Structural Change and Economic Dynamics, Elsevier, vol. 3(2), pages 337-355, December. [Downloadable!] (restricted)
  9. repec:att:wimass:199217 is not listed on IDEAS
  10. Brownstone, David & Valletta, Robert G, 1996. "Modeling Earnings Measurement Error: A Multiple Imputation Approach," The Review of Economics and Statistics, MIT Press, vol. 78(4), pages 705-17, November. [Downloadable!] (restricted)
  11. Tony Lancaster, 1995. "Exact Structural Inference in Optimal Job Search Models," Working Papers 95-3, Brown University, Department of Economics.
  12. J. Fitzgerald & P. Gottschalk & R. Moffitt, . "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    Other versions:
  13. Honore, Bo E, 1992. "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, Econometric Society, vol. 60(3), pages 533-65, May. [Downloadable!] (restricted)
  14. 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. [Downloadable!] (restricted)
    Other versions:
  15. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier. [Downloadable!] (restricted)
  16. Guido W. Imbens & Judith K. Hellerstein, 1996. "Imposing Moment Restrictions from Auxiliary Data by Weighting," NBER Technical Working Papers 0202, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  17. 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. [Downloadable!] (restricted)
  18. Baltagi, Badi H. & Boozer, Michael A., 1997. "Econometric Analysis of Panel Data," Econometric Theory, Cambridge University Press, vol. 13(05), pages 747-754, October. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Joachim Inkmann, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Paper 01-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Devereux, Paul J. & Tripathi, Gautam, 2008. "Optimally Combining Censored and Uncensored Datasets," CEPR Discussion Papers 6990, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  3. Seik Kim, . "Sample Attrition in the presence of Population Attrition," Working Papers UWEC-2009-02, University of Washington, Department of Economics. [Downloadable!]
  4. Aviv Nevo, 2001. "Using Weights to Adjust for Sample Selection When Auxiliary Information is Available," NBER Technical Working Papers 0275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Honggao Cao & Daniel H. Hill, 2005. "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics 0505006, EconWPA. [Downloadable!]
  6. Das, J.W.M. & Toepoel, V. & Soest, A.H.O. van, 2007. "Can I use a Panel? Panel Conditioning and Attrition Bias in panel Surveys," Discussion Paper 2007-56, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Seik Kim, . "Economic Assimilation of Foreign-Born Workers in the United States: An Overlapping Rotating Panel Analysis," Working Papers UWEC-2008-19, University of Washington, Department of Economics. [Downloadable!]
  9. J. Fitzgerald & P. Gottschalk & R. Moffitt, . "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    Other versions:
  10. Inkmann, Joachim, 2005. "Inverse probability weighted generalised empirical likelihood estimators : firm size and R&D revisited," Discussion Paper 131, Tilburg University, Center for Economic Research. [Downloadable!]
  11. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers CWP07/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  12. John M. Abowd & Bruno Crepon & Francis Kramarz, 1997. "Moment Estimation with Attrition," NBER Technical Working Papers 0214, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  13. Arie Kapteyn & Pierre-Carl Michaud & James Smith & Arthur van Soest, 2006. "Effects of Attrition and Non-Response in the Health and Retirement Study," IZA Discussion Papers 2246, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  14. Tom Wansbeek & Erik Meijer, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 33-36, May. [Downloadable!] (restricted)
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