Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Under attrition, usually panel data are trimmed to include only the individuals with complete records; then, to allow for a unit-specific effect related to regressors, LSE is applied to the first-differenced model. This paper provides conditions for the LSE to be valid.

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Veröffentlicht in:Economics letters 2002, Vol.74 (2), p.251-256
Hauptverfasser: Lee, Myoung-jae, Cho, Myeong-hyeon
Format: Artikel
Sprache:eng
Schlagworte:
Attrition
Data analysis
Economic models
Economics
Mathematical methods
Panel data
Sample-selection
Samples
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Beschreibung
Zusammenfassung:Under attrition, usually panel data are trimmed to include only the individuals with complete records; then, to allow for a unit-specific effect related to regressors, LSE is applied to the first-differenced model. This paper provides conditions for the LSE to be valid.
ISSN:0165-1765
1873-7374
DOI:10.1016/S0165-1765(01)00553-5