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  • Sample Selection Bias in survey-based studies

    Dear experts,

    in my previous post I explained my research proposal a little more in detail. Since I have evaluate certain firm resources upon firm performance, I find a "standard" OLS regression suitable in my case. In addition, I believe that one indep. variable in my list is endogenous. Therefore, I find etregress a suitable tool to account for endogeneity with a growth as well as a selection equation. The concern I am having now is, whether or not my data suffers from sample selection bias that I need to account for in my calculations (Heckman, Inverse Mills Ratio).

    My sample represents answers from a survey that I sent to the total population of spin-off companies a research institute (the largest and most representative one in the country) has ever spun out. From these companies I contacted, none ceised to exist (bancruptcy, merger, etc.) up to the survey date. Thus, survivorship bias is not a problem of my primary concern, is it? Of course, not all firms answered my survey, the response rate amounts to almost 90% however. Of course, firms are not alike, having a response rate of 90% should nevertheless be sufficient reason to believe that my sample is (more or less) balanced and representative.

    Of course there is many sample selection bias (undercoverage bias, voluntary response bais)...but those a standard limitations in a majority of sample-based studies I believe.

    My ultimate question is, do you see a bias that Iam not aware of and which I need to correct for in case to avoid having biased estimates? As mentioned, I research firm resources on firm performance (measured by revenue growth, etc.) and one endogenous variable (external investment=treatment). My sample has of course a few missing data points in the dependent variable Y (firm growth) since not all firms wanted to provide the data. AND, I do have the data only in one state, namely the growth for firms having received the treatment and for those who have not. Not vice versa. Do you believe I need to correct for sample bias via a Inverse Mills Ratio or similar measure?

    Any help is much appreciated!
    Alex

  • #2
    When you refer to another post, it would be helpful if you would provide a link. I cannot tell if you have survivorship bias because I dont know whether the "population" sent out by the research institute suffered itself from survivorship bias. Ninety-percent response is commendable, but could still be harmful if non-response is related to characteristics of interest. There are standard methods for dealing with non-response. I suggest that you consult a good sampling text. e.g. Lohr, 2009, or Groves et al. , 2009. Multiple imputation can also be valuable for certain missing data situations.


    References:

    Groves, Robert M., Floyd J. Fowler, Mick P. Couper, James M. Lepkowski, Eleanor Singer, and Roger Tourangeau. 2009. Survey methodology, Second Edition. Hoboken, N.J.: Wiley.

    Lohr, Sharon L. 2009. Sampling: Design and Analysis. Boston, MA: Cengage Brooks/Cole.

    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

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