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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”)

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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Bibliographic 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
Phone: +390672595601
Fax: +39062020687
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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

Related research

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

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References

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  1. Martin Browning & Thomas F. Crossley & Guglielmo Weber, 2003. "Asking consumption questions in general purpose surveys," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(491), pages F540-F567, November.
  2. 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.
  3. Mark Stewart, 2002. "Semi-nonparametric estimation of extended ordered probit models," United Kingdom Stata Users' Group Meetings 2003, Stata Users Group 04, Stata Users Group.
  4. 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, Elsevier, vol. 84(1), pages 37-58, May.
  5. Michael Gerfin, 1993. "Parametric and Semiparametric Estimation of the Binary Response Model of Labor Market Participation," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft dp9315, Universitaet Bern, Departement Volkswirtschaft.
  6. Winter, Joachim, 2003. "Response bias in survey-based measures of household consumption," Munich Reprints in Economics, University of Munich, Department of Economics 19725, University of Munich, Department of Economics.
  7. Leung, Siu Fai & Yu, Shihti, 1996. "On the choice between sample selection and two-part models," Journal of Econometrics, Elsevier, Elsevier, vol. 72(1-2), pages 197-229.
  8. Melenberg, B. & Soest, A.H.O. van, 1996. "Measuring the costs of children: Parametric and semiparametric estimators," Open Access publications from Tilburg University urn:nbn:nl:ui:12-72215, Tilburg University.
  9. Erich Battistin & Raffaele Miniaci & Guglielmo Weber, 2003. "What Do We Learn from Recall Consumption Data?," Journal of Human Resources, University of Wisconsin Press, vol. 38(2).
  10. Regina Riphahn & Oliver Serfling, 2005. "Item non-response on income and wealth questions," Empirical Economics, Springer, Springer, vol. 30(2), pages 521-538, 09.
  11. Lee, Lung-fei, 1995. "Semiparametric maximum likelihood estimation of polychotomous and sequential choice models," Journal of Econometrics, Elsevier, Elsevier, vol. 65(2), pages 381-428, February.
  12. Heckman, James J, 1979. "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, Econometric Society, vol. 47(1), pages 153-61, January.
  13. Gabler, Siegfried & Laisney, Francois & Lechner, Michael, 1993. "Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 11(1), pages 61-80, January.
  14. Whitney K. Newey, 2009. "Two-step series estimation of sample selection models," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 12(s1), pages S217-S229, 01.
  15. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, Econometric Society, vol. 56(4), pages 931-54, July.
  16. Klein, Roger W & Spady, Richard H, 1993. "An Efficient Semiparametric Estimator for Binary Response Models," Econometrica, Econometric Society, Econometric Society, vol. 61(2), pages 387-421, March.
  17. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, Econometric Society, vol. 55(2), pages 363-90, March.
  18. repec:ebl:ecbull:v:3:y:2004:i:9:p:1-12 is not listed on IDEAS
  19. Agar Brugiavini & Tullio Jappelli & Guglielmo Weber, 2002. "The Survey on Health, Aging and Wealth," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 86, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  20. Francis Vella, 1998. "Estimating Models with Sample Selection Bias: A Survey," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 127-169.
  21. Ham, John C, 1982. "Estimation of a Labour Supply Model with Censoring Due to Unemployment and Underemployment," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 49(3), pages 335-54, July.
  22. 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. 168(4), pages 763-781.
  23. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, Econometric Society, vol. 53(5), pages 1047-70, September.
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Citations

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Cited by:
  1. Christopher R. Bollinger & Barry T. Hirsch, 2013. "Is Earnings Nonresponse Ignorable?," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 407-416, May.
  2. Ivan Faiella, 2010. "The use of survey weights in regression analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 739, Bank of Italy, Economic Research and International Relations Area.
  3. Maribel Jimenez & Monica Jimenez, 2009. "La Movilidad Intergeneracional del Ingreso: Evidencia para Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata 0084, CEDLAS, Universidad Nacional de La Plata.
  4. repec:ese:iserwp:2008-20 is not listed on IDEAS
  5. Maribel Jiménez, 2011. "Un Análisis Empírico de las No Linealidades en la Movilidad Intergeneracional del Ingreso. El caso de la Argentina," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata 0114, CEDLAS, Universidad Nacional de La Plata.
  6. Christopher R. Bollinger & Barry T. Hirsch, 2010. "GDP & Beyond – die europäische Perspektive," Working Paper Series of the German Council for Social and Economic Data, German Council for Social and Economic Data (RatSWD) 165, German Council for Social and Economic Data (RatSWD).

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