Nonresponse in dynamic panel data models |
| |
Authors: | Cheti Nicoletti |
| |
Affiliation: | ISER, University of Essex, Wivenhoe Park, Colchester CO4 3SQ, UK |
| |
Abstract: | To verify whether data are missing at random (MAR) we need to observe the missing data. There are only two exceptions: when the relationship between the probability of responding and the missing variables is either imposed by introducing untestable assumptions or recovered using additional data sources. In this paper, we briefly review the estimation and test procedures for selectivity in panel data. Furthermore, by extending the MAR definition from a static setting to the case of dynamic panel data models, we prove that some tests for selectivity are not verifying the MAR condition. |
| |
Keywords: | C23 C24 C33 C34 |
本文献已被 ScienceDirect 等数据库收录! |
|