Survey Methodology
Variance estimation under monotone non-response for a panel survey

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by Hélène Juillard and Guillaume ChauvetNote 1

  • Release date: December 20, 2018


Panel surveys are frequently used to measure the evolution of parameters over time. Panel samples may suffer from different types of unit non-response, which is currently handled by estimating the response probabilities and by reweighting respondents. In this work, we consider estimation and variance estimation under unit non-response for panel surveys. Extending the work by Kim and Kim (2007) for several times, we consider a propensity score adjusted estimator accounting for initial non-response and attrition, and propose a suitable variance estimator. It is then extended to cover most estimators encountered in surveys, including calibrated estimators, complex parameters and longitudinal estimators. The properties of the proposed variance estimator and of a simplified variance estimator are estimated through a simulation study. An illustration of the proposed methods on data from the ELFE survey is also presented.

Key Words:      Longitudinal estimation; Non-response model; Product sampling design; Response homogeneity groups; Simplified variance estimation.

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How to cite

Juillard, H., and Chauvet, G. (2018). Variance estimation under monotone non-response for a panel survey. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 44, No. 2. Paper available at https//


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