Grigory Franguridi, Jinyong Hahn, Pierre Hoonhout, Arie Kapteyn, Geert Ridder
arXiv 15 Dec 2025 · Econometrics
arXiv:2512.13270 · PDF · DOI · OpenAlex · Extracted main text
In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their generality, these identification strategies have seen limited empirical use, largely because the implied estimation procedure requires solving a functional minimization problem for the target density. We show that this problem can be solved using the iterative proportional fitting (raking) algorithm, which converges rapidly even with continuous and moderately high-dimensional data. This resulting density estimator is then used as input into a parametric moment condition. We establish consistency and convergence rates for both the raking-based density estimator and the resulting moment estimator when the distributions of the observed data are parametric. We also derive a simple recursive procedure for estimating the asymptotic variance. Finally, we demonstrate the satisfactory performance of our estimator in simulations and provide an empirical illustration using data from the Understanding America Study panel.
appendix boundary found by appendix_command · 80% of the source is main text. Read the extracted text to check this.
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 and Ridder, Geert and Rubin, Donal… (2001) Combining panel data sets with attrition and refreshment samples self | 1.000 | 5 | 3 | 100% |
| 2 | Rüschendorf, Ludger (1995) Convergence of the iterative proportional fitting procedure | 0.843 | 4 | 3 | 75% |
| 3 | Deming, W Edwards and Stephan, Frederick F (1940) On a least squares adjustment of a sampled frequency table when the expected marginal totals are known | 0.644 | 2 | 2 | 100% |
| 4 | Bhattacharya, Debopam (2008) Inference in panel data models under attrition caused by unobservables | 0.585 | 3 | 1 | 100% |
| 5 | Deng, Yiting and Hillygus, D Sunshine and Reiter, Jerome P and Si, Y… (2013) Handling Attrition in Longitudinal Studies: The Case for Refreshment Samples | 0.585 | 3 | 1 | 100% |
| 6 | Ireland, C Terrance and Kullback, Solomon (1968) Contingency tables with given marginals | 0.511 | 2 | 1 | 100% |
| 7 | Kullback, Solomon (1968) Probability densities with given marginals | 0.511 | 2 | 1 | 100% |
| 8 | Franguridi, G. and Hahn, J. and Ridder, G (2024) Robust estimation and inference for panels with non-ignorable attrition and refreshment self | 0.405 | 1 | 1 | 100% |
| 9 | Bhattacharya, Bhaskar and Dykstra, Richard (1995) A general duality approach to I-projections | 0.405 | 1 | 1 | 100% |
| 10 | Bhattacharya, Bhaskar (2006) An iterative procedure for general probability measures to obtain I-projections onto intersections of convex sets | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 29 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Closed-form estimation and inference for panels with attrition and refreshment samples | 0.405 | 1 | 1 |
| 2 | Inference in partially identified moment models via regularized optimal transport | 0.405 | 1 | 1 |