Moment Estimation with Attrition
NBER Technical Working Paper No. 214
We present a method that accommodates missing data in longitudinal datasets of the type usually encountered in economic and social applications. The technique uses various extensions of missing at random' assumptions that we customize for dynamic models. Our method, applicable to longitudinal data on persons or firms, is implemented using the Generalized Method of Moments with reweighting that appropriately corrects for the attrition bias caused by the missing data. We apply the method to the estimation of dynamic labor demand models. The results demonstrate that the correction is extremely important.
Document Object Identifier (DOI): 10.3386/t0214
Published: Abowd, John M., Bruno Crepon and Francis Kramarz. "Moment Estimation With Attrition: An Application To Economic Models," Journal of the American Statistical Association, 2001, v96(456,Dec), 1223-1231.
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