Abstract
We show how register data combined at person-level with survey data can be used to conduct a novel type of nonresponse analysis in a panel survey. The availability of register data provides a unique opportunity to directly test the type of the missingness mechanism as well as estimate the size of bias due to initial nonresponse and attrition. We are also able to study in-depth the determinants of initial nonresponse and attrition. We use the Finnish subset of the European Community Household Panel (FI ECHP) data combined with register panel data and unemployment spells as outcome variables of interest. Our results show that initial nonresponse and attrition are clearly different processes driven by different background variables. Both the initial nonresponse and attrition mechanisms are nonignorable with respect to analysis of unemployment spells. Finally, our results suggest that initial nonresponse may play a role at least as important as attrition in causing bias. This result challenges the common view of attrition being the main threat to the value of panel data.
Similar content being viewed by others
References
Abbring, J., van den Berg, G., van Ours, J.: The effect of unemployment insurance sanctions on the transition rate from unemployment to employment. Econ. J. 115, 602–630 (2005)
Allison, P.: Survival Analysis Using the SAS System: A Practical Guide. SAS Institute, Cary (1995)
Atkinson, A., Micklewright, J.: Unemployment compensation and labor market transitions: a critical review. J. Econ. Lit. XXIX, 1679–1727 (1991)
Bring, J., Carling, K.: Attrition and misclassification of drop-outs in the analysis of unemployment duration. J. Off. Stat. 16, 321–330 (2000)
Brown, J., Duncan, G., Rodgers, W.: Measurement error in cross-sectional and longitudinal labour market surveys: validation study evidence. In: Hartog, J., Ridder, G., Theeuwes, J. (eds.) Panel Data and Labour Market Studies. North-Holland, Amsterdam (1990)
Carling, K., Edin, P., Harkman, A., Holmlund, B.: Unemployment duration, unemployment benefits and labor market programs in Sweden. J. Pub. Econ. 59, 313–334 (1996)
Cox, D.: Regression models and life tables. J. R. Stat. Soc. B 34, 187–220 (1972)
Duncan, G.: Using panel studies to understand household behaviour and well-being. In: Rose, D. (ed.) Researching Social and Econ. Change. The Uses of Household Panel Surveys. Routledge, London (2000)
Efron, B.: The efficiency of Cox’s likelihood function for censored data. J. Am. Stat. Assoc. 72, 557–565 (1977)
Fitzgerald, J., Gottschalk, P., Moffitt, R.: An analysis of sample attrition in panel data. The Michigan panel study of income dynamics. J. Hum. Resour. 2, 251–299 (1998)
Hausman, J.: Specification tests in econometrics. Econometrica 46, 1251–1271 (1978)
Hovi, M., Nordberg, L., Penttilä, I.: Interview and register data in income distribution analysis. Experiences from the finnish European community panel survey in 1996. Stat. Finl. Rev. 2000, 9 (2000)
Lepkowski, J., Couper, M.: Non-response in the second wave of longitudinal household surveys. In: Groves, R., Dillman, D., Eltinge, J., Little, R. (eds.) Survey Non-response. Wiley, New York (2002)
Little, R., Rubin, D.: Statistical Analysis with Missing Data. Wiley, New Jersey (2002)
Meyer, B.: Unemployment insurance and unemployment spells. Econometrica 58, 757–782 (1990)
Nielsen, G., Gill, R., Andersen, P., Sørensen, T.: A counting process approach to maximum likelihood estimation of frailty models. Scand. J. Stat. 19, 25–43 (1992)
Peracchi, F.: The European community household panel: a review. Empir. Econ. 27, 63–90 (2002)
Pyy-Martikainen, M.: Survey nonresponse, attrition and unemployment duration. Unpublished Manuscript (2006)
Pyy-Martikainen, M., Rendtel, U.: The effects of panel attrition on the analysis of unemployment spells. CHINTEX Working Paper No. 10 (2003)
Pyy-Martikainen, M., Sisto, J., Reijo, M.: The ECHP study in Finland. Quality report. Stat. Finl. Living Cond. 2004, 1 (2004)
Rubin, D.: Inference and missing data. Biometrika 63, 581–592 (1976)
Sisto, J.: Attrition effects on the design based estimates of disposable household income. CHINTEX Working Paper No. 9 (2003)
Steiner, V., Kraus, F.: Modelling the heaping effect in unemployment duration models. With an application to retrospective event data in the German socio-economic panel. ZEW Discussion Paper No. 95-09, Mannheim (1995)
Therneau, T., Grambsch, P.: Modeling Survival Data. Extending the Cox Model. Springer, New York (2000)
Therneau, T., Grambsch, P., Pankratz, V.: Penalised survival models and frailty. J. Comput. Graph. Stat. 12, 156–175 (2003)
Trivellato, U.: Issues in the design and analysis of panel studies: a cursory review. Qual. Quant. 33, 339–352 (1999)
van den Berg, G.: Duration models: specification, identification and multiple durations. In: Heckman, J., Leamer, E. (eds.) Handbook of Econometrics, vol. 5. Elsevier, Amsterdam (2001)
van den Berg, G., Lindeboom, M., Dolton, P.: Survey non-response and the duration of unemployment. J. R. Stat. Soc. A 169, 585–604 (2006)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Pyy-Martikainen, M., Rendtel, U. Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys. Adv Stat Anal 92, 297–318 (2008). https://doi.org/10.1007/s10182-008-0069-y
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10182-008-0069-y