Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
Volume 63, Issue 2, Pages 239-266Publisher
WILEY-BLACKWELL
DOI: 10.1111/rssc.12028
Keywords
Heckman selection model; Instrumental variable; Informative dropout; Missing data; Bivariate probit; Selection model
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Funding
- Economic and Social Research Council [RES-062-23-2265]
- ESRC [ES/H010882/1, ES/H00811X/1] Funding Source: UKRI
- Economic and Social Research Council [ES/H010882/1, ES/H00811X/1] Funding Source: researchfish
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We consider the effect of non-ignorable dropout in the analysis of residential mobility in household panel surveys. To investigate the effect of such dropout, we consider two types of selection model: the first allows dropout to depend directly on the individual's potentially missing moving status, and the second is a Heckman-type selection model with correlated errors. We discuss the identification and estimation of these models and use simulations to study the role of exclusion restrictions in minimizing the dependence of inferences on unverifiable parametric assumptions. The models are both applied to data from the British Household Panel Survey.
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