This paper presents some micro-level evidence on the role of the socio-demographic characteristics of the population and the characteristics of the data collection process as predictors of survey response. Our evidence is based on the public use files of the European Community Household Panel (ECHP), a longitudinal household survey covering the countries of the European Union, whose attractive feature is the high level of comparability across countries and over time. We use individual-level information to predict response in the next wave given response in the current wave, focusing on how the probabilities of contact failure and refusal to cooperate vary with the socio-demographic composition of the national populations and the characteristics of the data collection process. We model the response process as the outcome of two sequential events; (i) the contact between the interviewer and an eligible interviewee, and (ii) the cooperation of the interviewee. Our model allows for dependence between the ease of contact and the propensity to cooperate, taking into account the censoring problem caused by the fact that we observe whether a person is a respondent only if she has been contacted.