Nonignorable Attrition in Multi-Period Panels With Refreshment Samples. Issue 3 (3rd July 2019)

• Record Type: Journal Article
• Authors: Hoonhout, Pierre; Ridder, Geert
• Is Part Of: Journal of business & economic statistics. Volume 37:Issue 3(2019)
• Page Start: 377
• Page End: 390
• Publication Date: 2019-07-03
• Subjects: Drop-out -- Longitudinal data -- Missing data -- Panel data.; Economics -- Statistical methods -- Periodicals; Commercial statistics -- Periodicals; Économie politique -- Méthodes statistiques -- Périodiques; Statistique commerciale -- Périodiques; 330.015195
• DOI: 10.1080/07350015.2017.1345744
• Languages: English
• ISSNs: 0735-0015

Abstract

Abstract : In panel surveys, some observation units drop out before the end of the observation period. This panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens, Ridder, and Rubin proposed the additively nonignorable (AN) attrition model to correct for the potential selectivity of the attrition in panels with two periods. If a refreshment sample is available in the second period, their model nonparametrically just-identifies the population distribution and the observation probability. We propose the sequential additively nonignorable attrition model that just-identifies the population distribution and the sequence of observation hazards for panels with more than two periods.