Nonignorable Attrition in Multi-Period Panels With Refreshment Samples |
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| Authors: | Pierre Hoonhout Geert Ridder |
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| Institution: | 1. Department of Mathematics, ISEG (Lisbon School of Economics and Management), Universidade de Lisboa, 1600-276 Lisboa, Portugal, and CEMAPRE, 1200-781 Lisboa, Portugal (pierre@iseg.ulisboa.pt);2. Department of Economics, University of Southern California, Los Angeles, CA 90007 (ridder@usc.edu) |
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| 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. |
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| Keywords: | Drop-out Longitudinal data Missing data Panel data |
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