Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia

Matthew Rlias and Rami Tabri ()

No 12/24, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: This paper lays the groundwork for a unifying approach to stochastic dominance testing under survey nonresponse that integrates the partial identification approach to incomplete data and design-based inference for complex survey data. We propose a novel inference procedure for restricted sth-order stochastic dominance, tailored to accommodate a broad spectrum of nonresponse assumptions. The method uses pseudo-empirical likelihood to formulate the test statistic and compares it to a critical value from the chi squared distribution with one degree of freedom. We detail the procedure's asymptotic properties under both null and alternative hypotheses, establishing its uniform validity under the null and consistency against various alternatives. Using the Household, Income and Labour Dynamics in Australia survey, we demonstrate the procedure's utility in a sensitivity analysis of temporal poverty comparisons among Australian households.

Keywords: Empirical Likelihood; Panel Data; Stochastic Dominance; Nonresponse (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Pages: 64
Date: 2024
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