Project CEMAPRE internal
|Title||Estimation of Panel data Models in the Presence of Nonignorable Attrition|
|Participants||Pierre Hoonhout (Principal Investigator)|
|Summary||In panel surveys, some observation units drop out before the end of the observation period. This|
panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens,
Ridder and Rubin (2001, Econometrica) propose the Additively Nonignorable (AN) attrition model to
correct for the potential selectivity of the attrition in panels with two periods. If a refreshment
sample is available in the second period, their model non-parametrically just-identies the
population distribution and the observation probability. Hoonhout and Ridder (2018, Journal of
Business and Economic Statistics) propose the Sequential Additively Nonignorable (SAN) attrition
model, that just-identifies the population distribution and the sequence of observation hazards for
panels with more than two periods.
This project investigates how to estimate panel data models under SAN attrition.