Nonignorable Attrition in Multi-Period Panels With Refreshment Samples
针对多期面板调查中因样本流失导致的偏差问题，提出一种顺序可加不可忽略损耗模型，利用刷新样本非参数地识别总体分布和观测风险序列。
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 proposed the additively nonignorable (AN) attrition model to correct for the potential selectivity of the attrition in panels with two periods. If a refreshment sample is available in the second period, their model nonparametrically just-identifies the population distribution and the observation probability. We propose the sequential additively nonignorable attrition model that just-identifies the population distribution and the sequence of observation hazards for panels with more than two periods.