Moment Estimation with Attrition

26 Pages Posted: 24 Jul 2000 Last revised: 4 Aug 2010

See all articles by John M. Abowd

John M. Abowd

U.S. Census Bureau; Cornell University Department of Economics; Labor Dynamics Institute; School of Industrial and Labor Relations; NBER (on leave); CREST; IZA Institute of Labor Economics

Bruno Crepon

National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE); IZA Institute of Labor Economics

Francis Kramarz

Independent

Date Written: August 1997

Abstract

We present a method that accommodates missing data in longitudinal datasets of the type usually encountered in economic and social applications. The technique uses various extensions of missing at random' assumptions that we customize for dynamic models. Our method, applicable to longitudinal data on persons or firms, is implemented using the Generalized Method of Moments with reweighting that appropriately corrects for the attrition bias caused by the missing data. We apply the method to the estimation of dynamic labor demand models. The results demonstrate that the correction is extremely important.

Suggested Citation

Abowd, John Maron and Crepon, Bruno and Kramarz, Francis, Moment Estimation with Attrition (August 1997). NBER Working Paper No. t0214. Available at SSRN: https://ssrn.com/abstract=226622

John Maron Abowd (Contact Author)

U.S. Census Bureau ( email )

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Bruno Crepon

National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) ( email )

92245 Malakoff Cedex
France

IZA Institute of Labor Economics

P.O. Box 7240
Bonn, D-53072
Germany

Francis Kramarz

Independent

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