Veiga, Alinne de Carvalho
Methods for analysing complex panel data using
multilevel models with an application to the Brazilian
labour force survey
University of Southampton, School of Social Sciences,
Data sets commonly used in the social sciences are often obtained by sample
surveys with complex designs. These designs usually incorporate a multistage
selection from a population with a natural hierarchical structure. In addition,
these surveys can also be carried out in a repeated manner including a rotating
panel design, which is a source of planned non-response. Unplanned non-response
is also present in panel data in the form of panel attrition and intermittent nonresponse.
Methods are developed to handle this type of data complexity. These methods
follow the Multilevel Model framework which is reviewed. Longitudinal growth
curve models accounting for the complex data hierarchy are tted. Recognizing
the need to account for the complex correlation structure present in the data,
multivariate multilevel models are then adopted. Alternative modied correlation
structures accounting for the rotating sample design are proposed. Multivariate
multilevel models are tted utilizing these alternative correlation structures. In
addition, models estimated using robust methods are compared with those estimated
using standard methods.
A method for calculating a set of longitudinal sample weights that accounts
for attrition is proposed. Models utilising the conditional sample weights and
longitudinal weights are tted using the Probability-weighted Iterative Generalized
Least Squares (PWIGLS) estimation method. Furthermore, an extension to
PWIGLS for multivariate multilevel models is developed. Models tted through
dierent estimation methods are compared and the best approaches are suggested.
Data from the Brazilian labour force survey, Pesquisa Mensal de Emprego
(PME) are used. The PME has a complex sampling design that includes a multistage
selection of the sample units and a rotating panel design characterised as
4-8-4. The methods developed are used to investigate the labour income dynamics
of employed heads of households in the PME survey.
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