| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0220 |
| 来源ID | Technical Working Paper 0220 |
| An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics | |
| John Fitzgerald; Peter Gottschalk; Robert Moffitt | |
| 发表日期 | 1998-02-01 |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | By 1989 the Michigan Panel Study on Income Dynamics (PSID) had experienced approximately 50 percent sample loss from cumulative attrition from its initial 1968 membership. We study the effect of this attrition on the unconditional distributions of several socioeconomic variables and on the estimates of several sets of regression coefficients. We provide a statistical framework for conducting tests for attrition bias that draws a sharp distinction between selection on unobservables and on observables and that shows that weighted least squares can generate consistent parameter estimates when selection is based on observables, even when they are endogenous. Our empirical analysis shows that attrition is highly selective and is concentrated among lower socioeconomic status individuals. We also show that attrition is concentrated among those with more unstable earnings, marriage, and migration histories. Nevertheless, we find that these variables explain very little of the attrition in the sample, and that the selection that occurs is moderated by regression-to-the-mean effects from selection on transitory components that fade over time. Consequently, despite the large amount of attrition, we find no strong evidence that attrition has seriously distorted the representativeness of the PSID through 1989, and considerable evidence that its cross-sectional representativeness has remained roughly intact. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0220 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/563895 |
| 推荐引用方式 GB/T 7714 | John Fitzgerald,Peter Gottschalk,Robert Moffitt. An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics. 1998. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0220.pdf（767KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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