Grigory Franguridi, Lidia Kosenkova
arXiv 15 Oct 2024 · Econometrics · publishedEconometrics Journal (2026)
arXiv:2410.11263 · PDF · DOI · OpenAlex · Extracted main text
It has long been established that, if a panel dataset suffers from attrition, auxiliary (refreshment) sampling restores full identification under additional assumptions that still allow for nontrivial attrition mechanisms. Such identification results rely on implausible assumptions about the attrition process or lead to theoretically and computationally challenging estimation procedures. We propose an alternative identifying assumption that, despite its nonparametric nature, suggests a simple estimation algorithm based on a transformation of the empirical cumulative distribution function of the data. This estimation procedure requires neither tuning parameters nor optimization in the first step, i.e., has a closed form. We prove that our estimator is consistent and asymptotically normal and demonstrate its good performance in simulations. We provide an empirical illustration with income data from the Understanding America Study.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Hirano, Keisuke and Imbens, Guido W and Ridder, Geert and Rubin, Don… (2001) Combining Panel Data Sets with Attrition and Refreshment Samples | 0.874 | 5 | 2 | 100% |
| franguridi2024robust | unmatched citation key franguridi2024robust | 0.644 | 2 | 2 | 100% |
| 3 | Hoonhout, Pierre and Ridder, Geert (2019) Nonignorable attrition in multi-period panels with refreshment samples | 0.644 | 2 | 2 | 100% |
| 4 | Newey, Whitney K and McFadden, Daniel (1994) Large sample estimation and hypothesis testing | 0.585 | 3 | 1 | 100% |
| 5 | Tauchen, George (1985) Diagnostic testing and evaluation of maximum likelihood models | 0.511 | 2 | 2 | 50% |
| 6 | Bhattacharya, Debopam (2008) Inference in panel data models under attrition caused by unobservables | 0.405 | 1 | 1 | 100% |
| 7 | Callaway, Brantly and Li, Tong (2019) Quantile treatment effects in difference in differences models with panel data | 0.405 | 1 | 1 | 100% |
| 8 | Chernozhukov, Victor and Fernandez-Val, Ivan and Galichon, Alfred (2009) Improving point and interval estimators of monotone functions by rearrangement | 0.405 | 1 | 1 | 100% |
| 9 | d’Haultfoeuille, Xavier (2010) A new instrumental method for dealing with endogenous selection | 0.405 | 1 | 1 | 100% |
| 10 | Deng, Yiting and Hillygus, D Sunshine and Reiter, Jerome P and Si, Y… (2013) Handling Attrition in Longitudinal Studies: The Case for Refreshment Samples | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 25 scored citations. 1 of these could not be matched to a bibliography entry, so only the citation key is shown.