An analysis of sample attrition in panel data - The Michigan Panel Study of Income Dynamic
An analysis of sample attrition in panel data - The Michigan Panel Study of Income Dynamic
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DOI：
10.2307/146433
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发表时间：
1998-03-01
影响因子：
5.2
通讯作者：
Moffitt, R
中科院分区：
文献类型：
--
作者：
Fitzgerald, J;Gottschalk, P;Moffitt, R
到1989年，密歇根州收入动态小组研究（PSID）已经经历了大约50%的样本损失，从1968年的最初成员开始累积流失。我们研究了这种损耗的影响，几个社会经济变量的无条件分布和几组回归系数的估计。我们提供了一个统计框架进行测试的损耗箱，画一个明显的区别选择不可观测和观测，并表明加权最小二乘可以产生一致的参数估计时，选择是基于观测，即使当他们是内生的。我们的实证分析表明，流失是高度选择性的，集中在较低的社会经济地位的个人。我们还表明，流失集中在那些更不稳定的收入，婚姻和移民历史。然而，我们发现，这些变量解释样本中的磨损很少，并且发生的选择是由选择对随时间推移而消退的暂时性成分的回归平均值效应所调节的。因此：尽管有大量的人员流失，但我们没有发现有力的证据表明人员流失严重地扭曲了1989年PSID的代表性，而且有相当多的证据表明其横截面的代表性大致保持不变。
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 bins 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 shows 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.