Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Myoung Jae Lee; Myeong Hyeon Cho

doi:10.1016/S0165-1765(01)00553-5

Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Research output: Journal Publication › Article › peer-review

Abstract

Under attrition, usually panel data are trimmed to include only the individuals with complete records; then, to allow for a unit-specific effect related to regressors, LSE is applied to the first-differenced model. This paper provides conditions for the LSE to be valid.

Original language	English
Pages (from-to)	251-256
Number of pages	6
Journal	Economics Letters
Volume	74
Issue number	2
DOIs	https://doi.org/10.1016/S0165-1765(01)00553-5
Publication status	Published - Jan 2002
Externally published	Yes

Keywords

Attrition
Panel data
Sample-selection

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/S0165-1765(01)00553-5

Cite this

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title = "Validity of LSE for trimmed and differenced panel data due to absorbing attrition",

abstract = "Under attrition, usually panel data are trimmed to include only the individuals with complete records; then, to allow for a unit-specific effect related to regressors, LSE is applied to the first-differenced model. This paper provides conditions for the LSE to be valid.",

keywords = "Attrition, Panel data, Sample-selection",

author = "Lee, {Myoung Jae} and Cho, {Myeong Hyeon}",

year = "2002",

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KW - Sample-selection

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JO - Economics Letters

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Validity of LSE for trimmed and differenced panel data due to absorbing attrition

Abstract

Keywords

ASJC Scopus subject areas

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