Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse

Abstract The microdata of surveys are valuable resources for analyzing and modeling relationships between variables of interest. These microdata are often incomplete because of nonresponses in surveys and, if not considered, may lead to model misspecification and biased results. Nonresponse variable...

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Main Authors: Alireza Rezaee, Mojtaba Ganjali, Ehsan Bahrami Samani
Format: Article
Language:English
Published: SpringerOpen 2022-04-01
Series:Swiss Journal of Economics and Statistics
Subjects:
Online Access:https://doi.org/10.1186/s41937-022-00089-1
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author Alireza Rezaee
Mojtaba Ganjali
Ehsan Bahrami Samani
author_facet Alireza Rezaee
Mojtaba Ganjali
Ehsan Bahrami Samani
author_sort Alireza Rezaee
collection DOAJ
description Abstract The microdata of surveys are valuable resources for analyzing and modeling relationships between variables of interest. These microdata are often incomplete because of nonresponses in surveys and, if not considered, may lead to model misspecification and biased results. Nonresponse variable is usually assumed as a binary variable, and it is used to construct a sample selection model in many researches. However, this variable is a multilevel variable related to its reasons of occurring. Missing mechanism may differ among the levels of nonresponse, and merging the levels of nonresponse may cause bias in the results of the analysis. In this paper, a method is proposed for analyzing survey data with respect to reasons for the nonresponse based on sample selection model. Each nonresponse level is considered as a selection rule, and classical Heckman model is extended. Simulation studies and an analysis of a real data set from an establishment survey are presented to demonstrate the performance and practical usefulness of the proposed method.
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spelling doaj.art-ba23a4e5623442e8b0ed69ad58e939382022-12-21T19:04:21ZengSpringerOpenSwiss Journal of Economics and Statistics2235-62822022-04-01158111510.1186/s41937-022-00089-1Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponseAlireza Rezaee0Mojtaba Ganjali1Ehsan Bahrami Samani2Department of Statistics, Shahid Beheshti UniversityDepartment of Statistics, Shahid Beheshti UniversityDepartment of Statistics, Shahid Beheshti UniversityAbstract The microdata of surveys are valuable resources for analyzing and modeling relationships between variables of interest. These microdata are often incomplete because of nonresponses in surveys and, if not considered, may lead to model misspecification and biased results. Nonresponse variable is usually assumed as a binary variable, and it is used to construct a sample selection model in many researches. However, this variable is a multilevel variable related to its reasons of occurring. Missing mechanism may differ among the levels of nonresponse, and merging the levels of nonresponse may cause bias in the results of the analysis. In this paper, a method is proposed for analyzing survey data with respect to reasons for the nonresponse based on sample selection model. Each nonresponse level is considered as a selection rule, and classical Heckman model is extended. Simulation studies and an analysis of a real data set from an establishment survey are presented to demonstrate the performance and practical usefulness of the proposed method.https://doi.org/10.1186/s41937-022-00089-1Establishment surveyHeckman modelMultivariate sample selection modelNonresponse mechanismProbit modelTruncated normal distribution
spellingShingle Alireza Rezaee
Mojtaba Ganjali
Ehsan Bahrami Samani
Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
Swiss Journal of Economics and Statistics
Establishment survey
Heckman model
Multivariate sample selection model
Nonresponse mechanism
Probit model
Truncated normal distribution
title Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
title_full Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
title_fullStr Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
title_full_unstemmed Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
title_short Sample selection bias with multiple dependent selection rules: an application to survey data analysis with multilevel nonresponse
title_sort sample selection bias with multiple dependent selection rules an application to survey data analysis with multilevel nonresponse
topic Establishment survey
Heckman model
Multivariate sample selection model
Nonresponse mechanism
Probit model
Truncated normal distribution
url https://doi.org/10.1186/s41937-022-00089-1
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