Bounds on Quantiles in the Presence of Full- and Partial-Item Nonresponse

CentER Working Paper No. 38

Posted: 12 Oct 1999

See all articles by R. Vazquez-Alvarez

R. Vazquez-Alvarez

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research

Arthur van Soest

Tilburg University; Netspar; RAND Corporation; Institute for the Study of Labor (IZA)

Bertrand Melenberg

Tilburg University - Center for Economic Research (CentER)

Date Written: 1999

Abstract

Microeconomic surveys are usually subject to the problem of item nonresponse, typically associated with variables like income and wealth, where confidentiality and/or lack of accurate information can affect the response behavior of the individual. Follow up categorical questions can reduce item nonresponse and provide additional partial information on the missing value, hence improving the quality of the data. In this paper we allow item nonresponse to be non-random and extend Manski's approach of estimating bounds to identify an upper and lower limit for the parameter of interest (the distribution function or its quantiles). Our extension consists of deriving bounding intervals taking into account all three types of response behavior: full response, partial (categorical) response and full nonresponse. We illustrate the theory by estimating bounds for the quantiles of the distribution of amounts held in savings accounts. We consider worst case bounds which cannot be improved upon without additional assumptions, as well as bounds that follow from different assumptions of monotonicity.

JEL Classification: C13, D31

Suggested Citation

Vazquez-Alvarez, Rosalia and van Soest, Arthur H. O. and van Soest, Arthur H. O. and Melenberg, Bertrand, Bounds on Quantiles in the Presence of Full- and Partial-Item Nonresponse (1999). CentER Working Paper No. 38, Available at SSRN: https://ssrn.com/abstract=176774

Rosalia Vazquez-Alvarez (Contact Author)

University of St. Gallen - Swiss Institute for International Economics and Applied Economic Research ( email )

Dufourstr. 48
St. Gallen, 9000
Switzerland

Arthur H. O. van Soest

Tilburg University ( email )

P.O. Box 90153
Tilburg, DC Noord-Brabant 5000 LE
Netherlands

Netspar

P.O. Box 90153
Tilburg, 5000 LE
Netherlands

RAND Corporation ( email )

P.O. Box 2138
1776 Main Street
Santa Monica, CA 90407-2138
United States

Institute for the Study of Labor (IZA)

P.O. Box 7240
Bonn, D-53072
Germany

Bertrand Melenberg

Tilburg University - Center for Economic Research (CentER) ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 13 466 2730 (Phone)

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