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An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics Author info | Abstract | Publisher info | Download info | Related research | Statistics John Fitzgerald
Peter Gottschalk
Robert Moffitt
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By 1989 the Michigan Panel Study on Income Dynamics (PSID) had experimented approximately 50 percent sample loss from cumulative attrition from its initial 1968 membership We study the effect of this attrition on the unconditional distributions of several socioeconomic variables and on the estimates of regression coefficients for those variables We provide a statistical framework for conducting tests for attrition bias that draws a sharp distinction between selection on unobservables and on observables and that shows that weighted least squares can generate consistent parameter estimates when selection is based on observables that are endogenous Our empirical analysis shows that attrition is highly selective and is concentrated among lower socioeconomic status individuals We also show that attrition is concentrated among those with more unstable earnings marriage and migration histories holding fixed the level of those variables Nevertheless we find that the absolute magnitude of the selection is not large and it is moderated by regression-to-the-mean effects from attrition on transitory components Consequently despite the large amount of attrition the PSID has remained roughly representative through 1989
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Paper provided by The Johns Hopkins University,Department of Economics in its series Economics Working Paper Archive with number
379.
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Handle: RePEc:jhu:papers:379Contact details of provider: Postal: 3400 North Charles Street Baltimore, MD 21218 Phone: 410-516-7601 Fax: 410-516-7600 Web page: http://www.econ.jhu.edu More information through EDIRC
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Paper John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997.
"An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics ,"
Boston College Working Papers in Economics
394, Boston College Department of Economics.
[Downloadable!] 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!] John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998.
"An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics ,"
NBER Technical Working Papers
0220, National Bureau of Economic Research, Inc.
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"Combining Micro and Macro Data in Microeconometric Models ,"
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1578, Harvard - Institute of Economic Research.
Other versions: Van den Berg, G J & Lindeboom, M & Ridder, G, 1994.
"Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour ,"
Journal of Applied Econometrics ,
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Abowd, John M & Card, David, 1989.
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"Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function ,"
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Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998.
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Tinbergen Institute Discussion Papers
98-033/4, Tinbergen Institute.
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Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rebin, 1998.
"Combining Panel Data Sets with Attrition and Refreshment Samples ,"
NBER Technical Working Papers
0230, National Bureau of Economic Research, Inc.
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"Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations ,"
Econometrics
9602007, EconWPA, revised 06 Mar 1996.
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Horowitz, J.L. & Manski, C.F., 1995.
"Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations ,"
Working Papers
95-12, University of Iowa, Department of Economics.
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[Downloadable!] (restricted) Colin Cameron, A. & Windmeijer, Frank A. G., 1997.
"An R-squared measure of goodness of fit for some common nonlinear regression models ,"
Journal of Econometrics ,
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Duncan, Greg J & Hill, Daniel H, 1989.
"Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 7(4), pages 441-52, October.
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