Non-response in dynamic panel data models

Cheti Nicoletti

doi:10.1016/j.jeconom.2005.02.008

Non-response in dynamic panel data models

Cheti Nicoletti

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

To verify whether data are missing at random (MAR) we need to observe the missing data. There are only two exceptions: when the relationship between the probability of responding and the missing variables is either imposed by introducing untestable assumptions or recovered using additional data sources. In this paper, we briefly review the estimation and test procedures for selectivity in panel data. Furthermore, by extending the MAR definition from a static setting to the case of dynamic panel data models, we prove that some tests for selectivity
are not verifying the MAR condition.

Original language	English
Pages (from-to)	461
Number of pages	489
Journal	Journal of Econometrics
Volume	132
Issue number	2
Early online date	24 Mar 2005
DOIs	https://doi.org/10.1016/j.jeconom.2005.02.008
Publication status	Published - 1 Sept 2005

Keywords

Dynamic panel model
Attrition
Nonresponse
Missing at random
Missing completely at random
Statistical model reduction

Access to Document

10.1016/j.jeconom.2005.02.008

Cite this

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KW - Dynamic panel model

KW - Attrition

KW - Nonresponse

KW - Missing at random

KW - Missing completely at random

KW - Statistical model reduction

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