Rescaled Additively Non-ignorable (RAN) Model of Attrition and Substitution
AbstractWe modify the Additively Non-ignorable (AN) model of Hirano et. al. (2001) so that it is suitable for data collection efforts that have a short panel component. Our modification yields a convenient semi-parametric bias correction framework for handling endogenous attrition and substitution behavior that can emerge when multiple visits to the same unit are planned. We apply our methodology to data from the Household Labor Force Survey (HLFS) in Turkey, which shares a key design feature (namely a rotating sample frame) of popular surveys such as the Current Population Survey and the European Union Labor Force Survey. The correction amounts to adjusting the observed joint distribution over the state space using reflation factors expressed as parametric functions of the states occupied in subsequent rounds. Unlike standard weighting schemes, our method produces a unique set of corrected joint probabilities that are consistent with the margins used for computing the published cross-section statistics. Inference about the nature of the bias is implemented via Bootstrap methods. Our empirical results show that attrition/substitution in HLFS is a statistically and substantially important concern.
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Bibliographic InfoPaper provided by Koc University-TUSIAD Economic Research Forum in its series Koç University-TUSIAD Economic Research Forum Working Papers with number 1220.
Length: 26 pages
Date of creation: Jul 2012
Date of revision:
attrition; substitution; selectivity; short panel; rotating sample frame; labor force survey.;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-08-23 (All new papers)
- NEP-ARA-2012-08-23 (MENA - Middle East & North Africa)
- NEP-ECM-2012-08-23 (Econometrics)
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.:
- 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.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001. "Combining Panel Data Sets with Attrition and Refreshment Samples," Econometrica, Econometric Society, vol. 69(6), pages 1645-1659, November.
- Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," Tinbergen Institute Discussion Papers 98-033/4, Tinbergen Institute.
- Bhattacharya, Debopam, 2008. "Inference in panel data models under attrition caused by unobservables," Journal of Econometrics, Elsevier, vol. 144(2), pages 430-446, June.
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