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Correcting attrition bias using changes-in-changes

Dalia Ghanem, Sarojini Hirshleifer, Desire Kedagni and Karen Ortiz-Becerra

Journal of Econometrics, 2024, vol. 241, issue 2

Abstract: Attrition is a common and potentially important threat to internal validity in treatment effect studies. We extend the changes-in-changes approach to identify the average treatment effect for respondents and the entire study population in the presence of attrition. Our method, which exploits baseline outcome data, can be applied to randomized experiments as well as quasi-experimental difference-in-difference designs. A formal comparison highlights that while widely used corrections typically impose restrictions on whether or how response depends on treatment, our proposed attrition correction exploits restrictions on the outcome model. We further show that the conditions required for our correction can accommodate a broad class of response models that depend on treatment in an arbitrary way. We illustrate the implementation of the proposed corrections in an application to a large-scale randomized experiment.

Keywords: Nonresponse bias; Panel data; Randomized experiments; Difference-in-differences (search for similar items in EconPapers)
JEL-codes: C21 C23 C93 (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000836

DOI: 10.1016/j.jeconom.2024.105737

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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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