Fitting HGLMs with an Attrition Process
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چکیده
Extending the work by Hausman and Wise (1979), Ridder (1992), Wooldridge (1995) and Ryu (2001), this paper proposes a new and simpler way of accounting for attrition in unbalanced panel data. Cross-sectional units are dissipated over time, possibly in a nonrandom fashion, thus negating the initial randomization. The key element of the current approach is to model the attrition process jointly with the main equation of interest, which is estimated by extending the h-likelihood approach of Lee and Nelder (1996) to joint models. Monte-Carlo simulations are carried out to illustrate the usefulness of the newly proposed approach.
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تاریخ انتشار 2002