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Non-response in panel data : The impact on estimates of a life cycle consumption function

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  • Nijman, T.E.

    (Tilburg University, School of Economics and Management)

  • Verbeek, M.J.C.M.

    (Tilburg University, School of Economics and Management)

Abstract

If missing observations in a panel data set are not missing at random, many widely applied estimators may be inconsistent. In this paper the authors examine empirically several ways to reveal the nature and severity of the selectivity problem due to nonresponse, as well as a number of methods to estimate the resulting models. Using a life cycle consumption function and data from the Expenditure Index Panel from the Netherlands, they discuss simple procedures that can be used to assess whether observations are missing at random, and they consider more complicated estimation procedures that can be used to obtain consistent or efficient estimates in case of selectivity of attrition bias. Finally, some attention is paid to the differences in identification, consistency, and efficiency between inferences from a single wave of the panel, a balanced sub-panel, and an unbalanced panel. Copyright 1992 by John Wiley & Sons, Ltd.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Non-response in panel data : The impact on estimates of a life cycle consumption function," Other publications TiSEM 3c661e33-2cd1-47f1-a7d9-3, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:3c661e33-2cd1-47f1-a7d9-3d95450c9a76
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