Arbeitspapier

The fade away of an initial bias in longitudinal surveys

We propose a new view of initial nonresponse bias in longitudinal surveys. Under certain conditions, an initial bias may "fade-away" over consecutive waves. This effect is discussed in a Markovian framework. A general contraction theorem for time inhomogeneous Markov chains is presented. The result is that two chains with different starting distributions will eventually converge to equal state distributions. Two conditions are required: transition probabilities must be equal for respondents and nonrespondents, and attrition in later panel waves must not depend on the state of the individuals. The theory is applied to a German survey on social benefit recipience. Minor deviations from assumptions are shown to have only a negligible impact on the strength of the fade-away effect. Results from other European surveys indicate that the fade-away effect is present in them, as well. Extensions are pointed out.

Sprache
Deutsch

Erschienen in
Series: Diskussionsbeiträge ; No. 2017/25

Klassifikation
Wirtschaft
Thema
panel surveys
panel attrition
nonresponse bias
Markov chains
steady state distribution

Ereignis
Geistige Schöpfung
(wer)
Alho, Juha
Müller, Gerrit
Pflieger, Verena
Rendtel, Ulrich
Ereignis
Veröffentlichung
(wer)
Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
(wo)
Berlin
(wann)
2017

Handle
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Alho, Juha
  • Müller, Gerrit
  • Pflieger, Verena
  • Rendtel, Ulrich
  • Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft

Entstanden

  • 2017

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