IDEAS home Printed from https://ideas.repec.org/p/cdl/uctcwp/qt0853g25m.html
   My bibliography  Save this paper

Multiply Imputed Sampling Weights for Consistent Inference with Panel Attrition

Author

Listed:
  • Brownstone, David
  • Chu, Xuehao

Abstract

This chapter demonstrates a new methodology for correcting panel data models for attrition bias. The method combines Rubin's Multiple Implication technique with Manski and Lerman's Weighted Exogenous Sample Maximum Likelihood Estimator (WESMLE). Simple Hausman tests for the presence of attrition bias are also derived. We demonstrate the technique using a dynamic commute mode choice model estimated formt he University of California Transportation Center's Southern California Transportation Panel. The methodology is simpler to use than standard maximum likehood-based procedures. It can be easily modified to use with many panel data estimation and forecasting procedures.

Suggested Citation

  • Brownstone, David & Chu, Xuehao, 2003. "Multiply Imputed Sampling Weights for Consistent Inference with Panel Attrition," University of California Transportation Center, Working Papers qt0853g25m, University of California Transportation Center.
    • Handle: RePEc:cdl:uctcwp:qt0853g25m
    as

    Download full text from publisher

    File URL: https://www.escholarship.org/uc/item/0853g25m.pdf;origin=repeccitec
    Download Restriction: no
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    Architecture;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cdl:uctcwp:qt0853g25m. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Lisa Schiff (email available below). General contact details of provider: https://edirc.repec.org/data/itucbus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.