Non-Response in Dynamic Panel Data Models

Cheti Nicoletti

No A5-4, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data

Abstract: This paper stresses the links that exist between concepts that are used in the theory of model reduction and concepts that arise in the missing data literature. This connection motivates the extension of the missing at random (MAR) and the missing completely at random (MCAR) concepts from a static setting, as introduced by Rubin (1976), to the case of dynamic panel data models. Using this extension of the MAR and MCAR definitions, we emphasize the limits of some tests and procedures, proposed by Little (1988), Diggle (1989), Park and Davis (1993), Taris (1996) and others, to verify the ignorability of the missing data mechanism.

Keywords: dynamic panel model; attrition; non-response; missing at random; missing completely at random; statistical model reduction (search for similar items in EconPapers)
JEL-codes: C33 C34 (search for similar items in EconPapers)
Date: 2002-03
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://econpapers.repec.org/cpd/2002/69_Nicoletti.pdf (application/pdf)

Related works:
Journal Article: Nonresponse in dynamic panel data models (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cpd:pd2002:a5-4

Access Statistics for this paper

More papers in 10th International Conference on Panel Data, Berlin, July 5-6, 2002 from International Conferences on Panel Data
Bibliographic data for series maintained by Sune Karlsson ().