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A sample selection model for unit and item nonresponse in cross-sectional surveys

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Author Info
Giuseppe De Luca (University of Rome “Tor Vergata”)
Franco Peracchi () (University of Rome “Tor Vergata”)

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Abstract

We consider a general sample selection model where unit and item nonresponse simultaneously affect a regression relationship of interest, and both types of nonresponse are potentially correlated. We estimate both parametric and semiparametric specifications of the model. The parametric specification assumes that the errors in the latent regression equations follow a trivariate Gaussian distribution. The semiparametric specification avoids distributional assumptions about the underlying regression errors. In our empirical application, we estimate Engel curves for consumption expenditure using data from the first wave of SHARE (Survey on Health, Aging and Retirement in Europe).

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File URL: ftp://www.ceistorvergata.it/repec/rpaper/No-95.pdf
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Publisher Info
Paper provided by Tor Vergata University, CEIS in its series CEIS Research Paper with number 95.

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Length: 45
Date of creation: 20 Feb 2007
Date of revision:
Handle: RePEc:rtv:ceisrp:95

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Postal: CEIS - Centre for Economic and International Studies - Faculty of Economics - University of Rome "Tor Vergata" - Via Columbia, 2 00133 Roma
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Web page: http://www.ceistorvergata.it
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Postal: CEIS - Centre for Economic and International Studies - Faculty of Economics - University of Rome "Tor Vergata" - Via Columbia, 2 00133 Roma
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Web: http://www.ceistorvergata.it

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Related research
Keywords: Unit nonresponse item nonresponse cross-sectional surveys sample selection models Engel curves.

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis

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  1. Erich Battistin & Raffaele Miniaci & Guglielmo Weber, 2003. "What do we learn from recall consumption data?," Temi di discussione (Economic working papers) 466, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  2. Whitney Newey, 1999. "Two Step Series Estimation of Sample Selection Models," Working papers 99-04, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Horowitz, Joel L. & Manski, Charles F., 1998. "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, vol. 84(1), pages 37-58, May. [Downloadable!] (restricted)
    Other versions:
  4. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, vol. 65(2), pages 381-428, February. [Downloadable!] (restricted)
  5. Mark B. Stewart, 2004. "Semi-nonparametric estimation of extended ordered probit models," Stata Journal, StataCorp LP, vol. 4(1), pages 27-39, March. [Downloadable!]
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  6. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, vol. 47(1), pages 153-61, January. [Downloadable!] (restricted)
  7. Martin Browning & Thomas F. Crossley & Gugliemo Weber, 2002. "Asking Consumption Questions in General Purpose Surveys," CAM Working Papers 2002-05, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    Other versions:
  8. Joachim Winter, 2004. "Response bias in survey-based measures of household consumption," Economics Bulletin, Economics Bulletin, vol. 3(9), pages 1-12. [Downloadable!]
  9. Ham, John C, 1982. "Estimation of a Labour Supply Model with Censoring Due to Unemployment and Underemployment," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 335-54, July. [Downloadable!] (restricted)
  10. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 55(2), pages 363-90, March. [Downloadable!] (restricted)
  11. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, vol. 61(2), pages 387-421, March. [Downloadable!] (restricted)
  12. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-54, July. [Downloadable!] (restricted)
  13. Leung, S.F. & Yu, S., 1992. "On the Choice Between Sample Selection and Two-Part Models," RCER Working Papers 337, University of Rochester - Center for Economic Research (RCER).
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  14. Cheti Nicoletti & Franco Peracchi, 2005. "Survey response and survey characteristics: microlevel evidence from the European Community Household Panel," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 127(4), pages 763-781. [Downloadable!] (restricted)
    Other versions:
  15. 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:
  16. 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!]
    Other versions:
  17. Gerfin, Michael, 1996. "Parametric and Semi-parametric Estimation of the Binary Response Model of Labor Market Participation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 321-39, May-June. [Downloadable!] (restricted)
    Other versions:
  18. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September. [Downloadable!] (restricted)
  19. repec:att:wimass:199525 is not listed on IDEAS
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