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
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container_title Economics letters
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creator Lee, Myoung-jae
Cho, Myeong-hyeon
description 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.
doi_str_mv 10.1016/S0165-1765(01)00553-5
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source RePEc; ScienceDirect Journals (5 years ago - present)
subjects Attrition
Data analysis
Economic models
Economics
Mathematical methods
Panel data
Sample-selection
Samples
title Validity of LSE for trimmed and differenced panel data due to absorbing attrition
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