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Panel Attrition from the Panel Study of Income Dynamics: Household Income, Marital Status, and Mortality

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  • Lee A. Lillard
  • Constantijn W. A. Panis

Abstract

This analysis is concerned with the determinants of panel attrition from the Panel Study of Income Dynamics and with its consequences for estimation of dynamic behavioral models which exploit the panel or longitudinal information-household income dynamics, marriage formation and dissolution, and adult mortality risk. We develop and estimate joint models of attrition and one or more of these substantive processes, and allow for correlation across the equations through random effects. Although we find evidence of significant selectivity in attrition behavior, the biases that are introduced by ignoring selective attrition are very mild.

Suggested Citation

  • Lee A. Lillard & Constantijn W. A. Panis, 1998. "Panel Attrition from the Panel Study of Income Dynamics: Household Income, Marital Status, and Mortality," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 437-457.
  • Handle: RePEc:uwp:jhriss:v:33:y:1998:i:2:p:437-457
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    References listed on IDEAS

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    1. Kenneth A. Couch & Thomas A. Dunn, 1997. "Intergenerational Correlations in Labor Market Status: A Comparison of the United States and Germany," Journal of Human Resources, University of Wisconsin Press, vol. 32(1), pages 210-232.
    2. Nancy A. Jianakoplos & Paul L. Menchik, 1997. "Wealth Mobility," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 18-31, February.
    3. Gottschalk, Peter, 1996. "Is the correlation in welfare participation across generations spurious?," Journal of Public Economics, Elsevier, pages 1-25.
    4. Mary Corcoran & Roger Gordon & Deborah Laren & Gary Solon, 1992. "The Association between Men's Economic Status and Their Family and Community Origins," Journal of Human Resources, University of Wisconsin Press, vol. 27(4), pages 575-601.
    5. Menchik, Paul L, 1979. "Inter-generational Transmission of Inequality: An Empirical Study of Wealth Mobility," Economica, London School of Economics and Political Science, vol. 46(184), pages 349-362, November.
    6. Solon, Gary, 1992. "Intergenerational Income Mobility in the United States," American Economic Review, American Economic Association, pages 393-408.
    7. Gottschalk, Peter, 1996. "Is the correlation in welfare participation across generations spurious?," Journal of Public Economics, Elsevier, pages 1-25.
    8. Colin Cameron, A. & Windmeijer, Frank A. G., 1997. "An R-squared measure of goodness of fit for some common nonlinear regression models," Journal of Econometrics, Elsevier, vol. 77(2), pages 329-342, April.
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