This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

to panel attrition, which are thought to worsen the bias resulting from initial nonresponse. However, under certain … conditions an initial wave nonresponse bias may vanish in later panel waves. We study such a "Fade away" of an initial …High nonresponse rates have become a rule in survey sampling. In panel surveys there occur additional sample losses due …

-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to …-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function …

for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function …