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Nonparametric tests of panel conditioning and attrition bias in panel surveys

Author

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  • Das, J.W.M.

    (Tilburg University, School of Economics and Management)

  • van Soest, A.H.O.

    (Tilburg University, School of Economics and Management)

  • Toepoel, V.

    (Tilburg University, School of Economics and Management)

Abstract

Over the past decades there has been an increasing use of panel surveys at the household or individual level. Panel data have important advantages compared to independent cross sections, but also two potential drawbacks: attrition bias and panel conditioning effects. Attrition bias arises if dropping out of the panel is correlated with a variable of interest. Panel conditioning arises if responses are influenced by participation in the previous wave(s); the experience of the previous interview(s) may affect the answers to questions on the same topic, such that these answers differ systematically from those of respondents interviewed for the first time. In this study the authors discuss how to disentangle attrition and panel conditioning effects and develop tests for panel conditioning allowing for nonrandom attrition. First, the authors consider a nonparametric approach with assumptions on the sample design only, leading to interval identification of the measures for the attrition and panel conditioning effects. Second, the authors introduce additional assumptions concerning the attrition process, which lead to point estimates and standard errors for both the attrition bias and the panel conditioning effect. The authors illustrate their method on a variety of repeated questions in two household panels. The authors find significant panel conditioning effects in knowledge questions, but not in other types of questions. The examples show that the bounds can be informative if the attrition rate is not too high. In most but not all of the examples, point estimates of the panel conditioning effect are similar for different additional assumptions on the attrition process.

Suggested Citation

  • Das, J.W.M. & van Soest, A.H.O. & Toepoel, V., 2011. "Nonparametric tests of panel conditioning and attrition bias in panel surveys," Other publications TiSEM 76b0a827-e4b6-403d-8465-a, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:76b0a827-e4b6-403d-8465-a0b94d67563a
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Thomas F. Crossley & Jochem Bresser & Liam Delaney & Joachim Winter, 2017. "Can Survey Participation Alter Household Saving Behaviour?," Economic Journal, Royal Economic Society, vol. 127(606), pages 2332-2357, November.
    2. Nic Baigrie & Katherine Eyal, 2014. "An Evaluation of the Determinants and Implications of Panel Attrition in the National Income Dynamics Survey (2008-2010)," South African Journal of Economics, Economic Society of South Africa, vol. 82(1), pages 39-65, March.
    3. Rene Segers & Philip Hans Franses, 2014. "Panel design effects on response rates and response quality," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
    4. André van Stel & Werner Liebregts & Nardo de Vries, 2013. "Explaining entrepreneurial performance of solo self-employed from a motivational perspective," Scales Research Reports H201308, EIM Business and Policy Research.
    5. Lola Hernandez & Robbert-Jan 't Hoen & Juanita Raat, 2017. "Survey shortcuts? Evidence from a payment diary survey," DNB Working Papers 546, Netherlands Central Bank, Research Department.
    6. Schwandt, Hannes, 2016. "Unmet aspirations as an explanation for the age U-shape in wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 122(C), pages 75-87.
    7. John Feddersen & Robert Metcalfe & Mark Wooden, 2012. "Subjective Well-Being: Weather Matters; Climate Doesn't," Melbourne Institute Working Paper Series wp2012n25, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    8. Bert Van Landeghem & Anneleen Vandeplas, 2016. "Lower in rank, but happier: the complex relationship between status and happiness," LICOS Discussion Papers 38516, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
    9. repec:iza:izawol:journl:2017:n:352 is not listed on IDEAS
    10. Adrian Chadi, 2016. "Identification of Attrition Bias Using Different Types of Panel Refreshments," IAAEU Discussion Papers 201602, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
    11. Khandker, Shahidur R. & Samad, Hussain A., 2014. "Dynamic effects of microcredit in Bangladesh," Policy Research Working Paper Series 6821, The World Bank.
    12. Bach, Ruben & Eckman, Stephanie, 2017. "Does participating in a panel survey change respondents' labor market behavior?," IAB Discussion Paper 201715, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    13. Bert Van Landeghem, 2012. "Panel Conditioning and Self-Reported Satisfaction: Evidence from International Panel Data and Repeated Cross-Sections," SOEPpapers on Multidisciplinary Panel Data Research 484, DIW Berlin, The German Socio-Economic Panel (SOEP).
    14. Van Landeghem, Bert, 2014. "A test based on panel refreshments for panel conditioning in stated utility measures," Economics Letters, Elsevier, vol. 124(2), pages 236-238.
    15. Andrew Halpern-Manners & John Warren, 2012. "Panel Conditioning in Longitudinal Studies: Evidence From Labor Force Items in the Current Population Survey," Demography, Springer;Population Association of America (PAA), vol. 49(4), pages 1499-1519, November.
    16. Mark Wooden & Ning Li, 2014. "Panel Conditioning and Subjective Well-being," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 117(1), pages 235-255, May.
    17. Khandker, Shahidur R & Samad, Hussain A, 2016. "Bangladesh’s Achievement in Poverty Reduction: The Role of Microfinance Revisited," Working Papers 114, JICA Research Institute.
    18. Mine Kühn & Christian Dudel & Tobias C. Vogt & Anna Oksuzyan, 2017. "Trends in gender differences in health and mortality at working ages among West and East Germans," MPIDR Working Papers WP-2017-009, Max Planck Institute for Demographic Research, Rostock, Germany.

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