NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure

Patrick Kline, Andres Santos

NBER Working Paper No. 15716
Issued in February 2010
NBER Program(s):   LS   TWP

This paper develops methods for assessing the sensitivity of empirical conclusions regarding conditional distributions to departures from the missing at random (MAR) assumption. We index the degree of non-ignorable selection governing the missingness process by the maximal Kolmogorov-Smirnov (KS) distance between the distributions of missing and observed outcomes across all values of the covariates. Sharp bounds on minimum mean square approximations to conditional quantiles are derived as a function of the nominal level of selection considered in the sensitivity analysis and a weighted bootstrap procedure is developed for conducting inference. Using these techniques, we conduct an empirical assessment of the sensitivity of observed earnings patterns in U.S. Census data to deviations from the MAR assumption. We find that the well-documented increase in the returns to schooling between 1980 and 1990 is relatively robust to deviations from the missing at random assumption except at the lowest quantiles of the distribution, but that conclusions regarding heterogeneity in returns and changes in the returns function between 1990 and 2000 are very sensitive to departures from ignorability.

download in pdf format
   (981 K)

email paper

This paper is available as PDF (981 K) or via email.

An online appendix is available for this publication.

This paper was revised on December 5, 2011

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/w15716

Published: Patrick Kline & Andres Santos, 2013. "Sensitivity to missing data assumptions: Theory and an evaluation of the U.S. wage structure," Quantitative Economics, Econometric Society, vol. 4(2), pages 231-267, 07. citation courtesy of

Users who downloaded this paper also downloaded these:
Xie, Qian, and Qu w16270 A Semiparametric Approach for Analyzing Nonignorable Missing Data
Graff Zivin and Neidell w15717 Temperature and the Allocation of Time: Implications for Climate Change
Woodford w15714 Simple Analytics of the Government Expenditure Multiplier
McCallum w15690 Is the Spurious Regression Problem Spurious?
 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us