Combining Panel Data Sets with Attrition and Refreshment Samples
In many fields researchers wish to consider statistical models that allow for more complex relationships than can be inferred using only cross-sectional data. Panel or longitudinal data where the same units are observed repeatedly at different points in time can often provide the richer data needed for such models. Although such data allows researchers to identify more complex models than cross-sectional data, missing data problems can be more severe in panels. In particular, even units who respond in initial waves of the panel may drop out in subsequent waves, so that the subsample with complete data for all waves of the panel can be less representative of the population than the original sample. Sometimes, in the hope of mitigating the effects of attrition without losing the advantages of panel data over cross-sections, panel data sets are augmented by replacing units who have dropped out with new units randomly sampled from the original population. Following Ridder (1992), who used these replacement units to test some models for attrition, we call such additional samples refreshment samples. We explore the benefits of these samples for estimating models of attrition. We describe the manner in which the presence of refreshment samples allows the researcher to test various models for attrition in panel data, including models based on the assumption that missing data are missing at random (MAR, Rubin, 1976; Little and Rubin, 1987). The main result in the paper makes precise the extent to which refreshment samples are informative about the attrition process; a class of non-ignorable missing data models can be identified without making strong distributional or functional form assumptions if refreshment samples are available.
(This abstract was borrowed from another version of this item.)
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 69 (2001)
Issue (Month): 6 (November)
|Contact details of provider:|| Phone: 1 212 998 3820|
Fax: 1 212 995 4487
Web page: http://www.econometricsociety.org/
More information through EDIRC
|Order Information:|| Web: https://www.econometricsociety.org/publications/econometrica/access/ordering-back-issues Email: |
References listed on IDEAS
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.:
- Guido W. Imbens & Judith K. Hellerstein, 1996.
"Imposing Moment Restrictions from Auxiliary Data by Weighting,"
NBER Technical Working Papers
0202, National Bureau of Economic Research, Inc.
- Judith K. Hellerstein & Guido W. Imbens, 1999. "Imposing Moment Restrictions From Auxiliary Data By Weighting," The Review of Economics and Statistics, MIT Press, vol. 81(1), pages 1-14, February.
- Ekaterini Kyriazidou, 1997. "Estimation of a Panel Data Sample Selection Model," Econometrica, Econometric Society, vol. 65(6), pages 1335-1364, November.
- Robert MOFFIT & John FITZGERALD & Peter GOTTSCHALK, 1999. "Sample Attrition in Panel Data: The Role of Selection on Observables," Annales d'Economie et de Statistique, ENSAE, issue 55-56, pages 129-152.
- Ridder, Geert, 1992. "An empirical evaluation of some models for non-random attrition in panel data," Structural Change and Economic Dynamics, Elsevier, vol. 3(2), pages 337-355, December.
- 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.
- John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 251-299.
- John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Boston College Working Papers in Economics 394, Boston College Department of Economics.
- John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive 379, The Johns Hopkins University,Department of Economics.
- 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.
- 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.
- Tony Lancaster, 1995. "Exact Structural Inference in Optimal Job Search Models," Working Papers 95-3, Brown University, Department of Economics.
- John M. Abowd & Bruno Crepon & Francis Kramarz & Alain Trognon, 1995. "A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death," NBER Technical Working Papers 0180, National Bureau of Economic Research, Inc.
- Albert, James H & Chib, Siddhartha, 1993. "Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 1-15, January.
- Verbeek, Marno & Nijman, Theo, 1992.
"Testing for Selectivity Bias in Panel Data Models,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 681-703, August.
- Verbeek, M. & Nijman, T., 1990. "Testing For Selectivity Bias In Panel Data Models," Papers 9018, Tilburg - Center for Economic Research.
- Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Testing for selectivity bias in panel data models," Discussion Paper 1990-18, Tilburg University, Center for Economic Research.
- Heckman, James, 2013.
"Sample selection bias as a specification error,"
Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
- Manski, C.F., 1992. "Identification Problems in the Social Sciences," Working papers 9217, Wisconsin Madison - Social Systems.
- Honore, Bo E, 1992. "Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects," Econometrica, Econometric Society, vol. 60(3), pages 533-65, May.
When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:69:y:2001:i:6:p:1645-1659. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.