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From |
Julia Vaillant <vaillant@dial.prd.fr> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: Testing for attrition bias using the BGLW test |

Date |
Wed, 25 Aug 2010 09:58:43 +0000 |

Dear Statalist, I would like to run a BGLW test (Becketti, Gould, Lillard & Welch, 1988, « The Panel study of income dynamics after fourteen years, an evaluation", Journal ef Labor economics, 6:472-92) on my data but I can't figure out how exactly to do it. I have a sample of 1490 individuals in 1995 ("full panel"). 662 of these individuals remain in the panel ten years later ("stayers"). I want to test whether they have the same behavioural relationships at baseline, with income as a dependent variable and a set of covariates (age, sex, etc.) This can done using a BGLW test: running OLS regressions separately on the full panel and on the stayers. Then one can compare the coefficients for each variable and conclude whether the sub-sample of "stayers" is representative of the full sample in terms of the determinants of income. My problem: I don't know how to compare the coefficients. I can calculate the difference in each coefficient by hand, but that doesn't give me the standard error, so I can't test the significance. Using a set of interactions in a unique regression doesn't give exactly what I need, it gives the difference between the coefficient of the stayer and the non-stayer, instead of between the stayer and the full sample. I have run these regressions (simplified version with only 2 covariates) and put the results in the table below. I calculated the difference column by hand. VARIABLES full sample stayers only difference -------------+---------------------------------------------------------------- age 0.00506*** 0.00488*** -0.00018 (0.00125) (0.00142) ???? sex -0.0886** -0.0944* -0.0058 (0.0407) (0.0511) ??? Constant 5.997*** 6.073*** 0.076 (0.0387) (0.0470) ??? Observations 1342 660 R-squared 0.016 0.022 Note: standard-errors in parentheses. How do I fill in the ???? Thank you for your help, Julia * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Testing for attrition bias using the BGLW test***From:*Scott Merryman <scott.merryman@gmail.com>

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