Research projects

Project CEMAPRE internal

TitleEstimation of Panel data Models in the Presence of Nonignorable Attrition
ParticipantsPierre Hoonhout (Principal Investigator)
SummaryIn 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-identi es 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-identi fies 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.