Misspecification Effects in the Analysis of Longitudinal Survey Data

Autor(es) e Instituição: 
Marcel de Toledo Vieira, UFJF
M. Fátima Salgueiro, ISCTE
Peter W. F. Smith, University of Southampton
Marcel de Toledo Vieira

Misspecification effects (meffs) measure the inflation of the sampling variance of an estimator as a result of the use of complex sampling schemes. Many longitudinal social survey designs employ multi-stage sampling, leading to some clustering of the sample and to meffs greater than one. For a model for panel data we consider methods for estimating parameters which allow for complex schemes. An empirical study using longitudinal data from the British Household Panel Survey is conducted, and a simulation study is performed.