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Item Non-response and Imputation of Annual Labor Income in Panel Surveys from a Cross-National Perspective

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Author Info
Joachim R. Frick
Markus M. Grabka

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Abstract

Using data on annual individual labor income from three representative panel datasets (German SOEP, British BHPS, Australian HILDA) we investigate a) the selectivity of item non-response (INR) and b) the impact of imputation as a prominent post-survey means to cope with this type of measurement error on prototypical analyses (earnings inequality, mobility and wage regressions) in a cross-national setting. Given the considerable variation of INR across surveys as well as the varying degree of selectivity build into the missing process, there is substantive and methodological interest in an improved harmonization of (income) data production as well as of imputation strategies across surveys. All three panels make use of longitudinal information in their respective imputation procedures, however, there are marked differences in the implementation. Firstly, although the probability of INR is quantitatively similar across countries, our empirical investigation identifies cross-country differences with respect to the factors driving INR: survey-related aspects as well as indicators accounting for variability and complexity of labor income composition appear to be relevant. Secondly, longitudinal analyses yield a positive correlation of INR on labor income data over time and provide evidence of INR being a predictor of subsequent unit-non-response, thus supporting the "cooperation contin-uum" hypothesis in all three panels. Thirdly, applying various mobility indicators there is a robust picture about earnings mobility being significantly understated using information from completely observed cases only. Finally, regression results for wage equations based on observed ("complete case analysis") vs. all cases and controlling for imputation status, indicate that individuals with imputed incomes, ceteris paribus, earn significantly above average in SOEP and HILDA, while this relationship is negative using BHPS data [...].

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Paper provided by DIW Berlin, The German Socio-Economic Panel (SOEP) in its series SOEPpapers with number 49.

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Length: 36 p.
Date of creation: 2007
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Handle: RePEc:diw:diwsop:diw_sp49

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Related research
Keywords: Item non-response imputation income inequality income mobility panel data SOEP BHPS HILDA

Other versions of this item:

Find related papers by JEL classification:
J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data
D33 - Microeconomics - - Distribution - - - Factor Income Distribution

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  1. Denise Hawkes & Ian Plewis, 2006. "Modelling non-response in the National Child Development Study," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 127(3), pages 479-491. [Downloadable!] (restricted)
  2. Little, Roderick J A, 1988. "Missing-Data Adjustments in Large Surveys," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(3), pages 287-96, July.
  3. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-61, January. [Downloadable!] (restricted)
  4. Cheti Nicoletti & Franco Peracchi, 2006. "The effects of income imputation on microanalyses: evidence from the European Community Household Panel," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 127(3), pages 625-646. [Downloadable!] (restricted)
  5. Gert G. Wagner & Joachim R. Frick & Jürgen Schupp, 2007. "The German Socio-Economic Panel Study (SOEP) : Scope, Evolution and Enhancements," SOEPpapers 1, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
  6. Riphahn, Regina T. & Serfling, Oliver, 2002. "Item Non-Response on Income and Wealth Questions," IZA Discussion Papers 573, Institute for the Study of Labor (IZA). [Downloadable!]
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  7. Susanne Rässler & Regina Riphahn, 2006. "Survey item nonresponse and its treatment," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 217-232, March. [Downloadable!] (restricted)
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