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Nonignorable Attrition in Multi-Period Panels with Refreshment Samples

Hoonhout, Pierre - 2017

In panel surveys, some observation units drop out before the end of the observation period. This panel attrition should not be ignored if it is related to the variables of interest. Hirano, Imbens, Ridder and Rubin propose the Additively Nonignorable (AN) attrition model to correct for the...

Persistent link: https://www.econbiz.de/10012949901

Nonignorable attrition in multi-period panels with refreshment samples

Hoonhout, Pierre; Ridder, Geert - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 377-390

Persistent link: https://www.econbiz.de/10012178182

Deviance based R-squared measures of goodness of fit for generalized linear models

Cameron, Colin - 1993

Persistent link: https://www.econbiz.de/10000417638

Goodness of fit in linear and qualitative-choice models

Windmeijer, Frank; Windmeijer, Frank - 1992

Persistent link: https://www.econbiz.de/10000337453

A finite sample correction for the variance of linear two-step GMM estimators

Windmeijer, Frank - 2000

Persistent link: https://www.econbiz.de/10001537510

Moment conditions for fixed effects count data models with endogenous regressors

Windmeijer, Frank - In: Economics letters 68 (2000) 1, pp. 21-24

Persistent link: https://www.econbiz.de/10001481918

Efficiency comparisons for a system GMM estimator in dynamic panel data models

Windmeijer, Frank - 1997

Persistent link: https://www.econbiz.de/10000655380

Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data

Windmeijer, Frank (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748235

A finite sample correction for the variance of linear efficient two-step GMM estimators

Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-51

Persistent link: https://www.econbiz.de/10002538627

A finite sample correction for the variance of linear two-step GMM estimators

Windmeijer, Frank - 2000

Monte Carlo studies have shown that estimated asymptotic standard errors of the efficient two-step generalised method of moments (GMM) estimator can be severely downward biased in small samples. The weight matrix used in the calculation of the efficient two-step GMM estimator is based on initial...

Persistent link: https://www.econbiz.de/10011537937