"This paper will investigate the issue of weighting for panel attrition in event-history models by comparing alternative treatments of sampling weights in a divorce model for members of the 1986 [U.S.] Survey of Income and Program Participation (SIPP). Three distinct weighting procedures are compared. These are based on (1) the initial selection probability weights; (2) the 1986 SIPP panel weights; and (3) the monthly attrition-adjusted weights. The paper also compares these weighted estimates with the estimates of a structural model in which attrition is treated as an error-correlated competing alternative to divorce." The results indicate that in many instances divorces in the SIPP end up being recorded as attrition.
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Daniel H. Hill (1997) studied this question.
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