An analysis of sample attrition in panel data: the Michigan Panel Study of Income Dynamics.
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 estimate...
| Publicado en: | Journal of Human Resources Vol. 33; no. 2; pp. 251 - 300 |
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| Autores principales: | , , |
| Formato: | Artículo |
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University of Wisconsin Press
Spring98
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=507638150&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 507638150 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 0022166X JHR jtl: Journal of Human Resources issn: 0022166X maglogo: N pubinfo: dt: Spring98 vid: 33 iid: 2 pid: 249 pub: University of Wisconsin Press artinfo: ui: 507638150 10.2307/146433 ppf: 251 ppct: 49 formats: fmt: – @attributes: type: T – @attributes: type: P size: 11.5MB tig: atl: An analysis of sample attrition in panel data: the Michigan Panel Study of Income Dynamics. aug: au: Fitzgerald, John Gottschalk, Peter Moffitt, Robert su: Panel analysis Test validity Social surveys Longitudinal method Household surveys Response rates sug: subj: Panel analysis Test validity Social surveys Longitudinal method Household surveys Response rates ab: 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. Reprinted by permission of the publisher. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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