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Le traitement du biais de sélection endogène dans les enquêtes auprès des ménages par modèle de Heckman

Author

Listed:
  • L. CASTELL

    (Insee)

  • P. SILLARD

    (Insee)

Abstract

Ce document de travail a pour objectif de d'écrire les conditions dans lesquelles le biais de sélection lié à la nonréponse dans les enquêtes auprès des ménages peut être corrigé. Généralement, les méthodes de correction mises en oeuvre font l’hypothèse d’un mécanisme de non-réponse ignorable. Cependant, lorsqu’il existe un problème de non-réponse endogène, alors le mécanisme de non-réponse n’est plus ignorable, et les estimateurs issus des méthodes de correction classiques sont biaisés. Pour corriger ce biais, nous proposons une pondération issue d’un modèle de Heckman. Ce modèle consiste à modéliser simultanément la participation et la variable d’intérêt que l’on cherche à estimer. L’identification du modèle est cependant conditionnée à un certain nombre d’hypothèses, comme l’existence d’un instrument, explicatif de la participation mais pas de la variable d’intérêt. Pour disposer d’un tel instrument, un protocole adapté avec des sous-échantillons indépendants peut être mis en place. Ce document détaille les conditions sous lesquelles ce type de protocole permet une estimation corrigée de la sélection endogène.

Suggested Citation

  • L. Castell & P. Sillard, 2021. "Le traitement du biais de sélection endogène dans les enquêtes auprès des ménages par modèle de Heckman," Documents de Travail de l'Insee - INSEE Working Papers m2021-02, Institut National de la Statistique et des Etudes Economiques.
    • Handle: RePEc:nse:doctra:m2021-02
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    non-response; Heckman model; survey; sampling;
    All these keywords.

    JEL classification:

    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C83 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Survey Methods; Sampling Methods
    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
    • C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation

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