Household Panel Surveys – Going beyond the Cross-National Equivalent File (CNEF) Joachim R. Frick...

Household Panel Surveys –

Going beyond the Cross-National

Equivalent File (CNEF)

Joachim R. Frick German Socio-Economic Panel Study (SOEP)

Exploring possibilities for the development of European data infrastructures for research in the social sciences

London, UK23 June 2010

“Household Panel Surveys – Challenges for Social Science Research: The example of SOEP“, Lausanne, 4-5 June 2009 2 “Household Panel Surveys – Challenges for Social Science Research: The example of SOEP“, Lausanne, 4-5 June 2009 2“Household Panel Surveys“ 2 | 18 “Household Panel Surveys – Challenges for Social Science Research: The example of SOEP“, Lausanne, 4-5 June 2009 2

Increasing Opportunities for Long-running HH Panels … in a Comparative Context

• Cumulation of rare events by pooling (mortality, divorce, …)

• Increasing coverage of changes in institutional settings and the potential impact on individual behavior

• Observation unit “household” guarantees appropriate coverage of births and deaths from cradle to crave

• Linking objective outcome measures to subjective indicators satisfaction as a proxy for utility

• Comparison of “intentions” and actual behavior how relevant are expectations at the individual level?

• Intergenerational analysis linking parents and children

• Increasing potential for cohort analysis

• Exploiting cultural, institutional and macro-economic variation across regions and countries


Scientific and Social Benefits of Harmonized Panel Data

• Compare social and economic outcomes across nations (and welfare regimes) in order to:

• Identify best policy practices• Use world’s quasi-”natural” experiments

• greater policy and institutional variation • much different policy mixes• opportunity to test “out-of-sample”

• Understand fundamental human behavior


This Talk ...

(A) Cross-country Panel Data Harmonization Projects (ex-post)

(B) Cross-country Harmonized Panel Data Collection (ex-ante)


(A.1) Cross-country Panel Data Harmonization Projects

• under direction of official statistics• European Community Household Panel,

ECHP– EU15 (1994-2001)– input-harmonized, blueprint questionnaire

• European Union Statistics on Income and Living Conditions, EU-SILC

– EU27, Norway, Iceland, Liechtenstein, Switzerland (2004+)– Less stringent harmonization process based on Eurostat

recommendations (methodology, indicators)


(A.2) Cross-country Panel Data Harmonization Projects (ex-post) • under academic direction

• CNEF


Cross-National Equivalent File (CNEF)

• Standardized / Harmonized Measures: Income, Demogr., Employment, Health, Satisfaction

• Worldwide availability for scientific research

• Supporting link to underlying national microdata

USA PSID – Panel Study of Income Dynamics

Germany SOEP – German Socio-Economic Panel Study

Great Britain BHPS – British Household Panel Survey [USoc – Understanding Society]

Canada SLID – Survey of Labour and Income Dynamics

Australia HILDA – Household, Income and Labour Dynamics in Australia Switzerland SHP – Swiss Household Panel Korea KLIPS – Korea Labor and Income Panel Survey

Frick, J.R., Jenkins, S. P., Lillard, D. R., Lipps, O. and Wooden, M. (2007): The Cross-National Equivalent File (CNEF) and its Member Country Household Panel Studies. Schmoller’s Jahrbuch - Journal of Applied Social Science Studies. 127 (4): 627-654.


Information common to two or more data sets - included in CNEF

KLIPS

Information common to two or more data sets - not in CNEF

Information present in only one data set - not in CNEF

SHPPSID SOEP BHPS SLID HILDA


Four Types of Ex-Post Data Harmonization

1. Convert data to common metric- age in months → age in years- height in feet → height in meters

2. Manipulate response categories- collapse to common set (least common denominator) - combine to create equivalent set

3. Aggregate to common concept (usually income)- collect different types of income to match “(cash) post-tax post-transfer income”

4. Create new information - tax simulations (e.g. NBER-TaxSim in the USA)


CNEF evolves in two ways• Add panel data from other countries

- Russia (Russian Longitudinal Monitoring Survey, RLMS) in 2011- China (China Health and Nutrition Survey, CHNS) in 2012

• Expand number of variables- Most recent addition: “Satisfaction with life” pushing comparative happiness

research- Next: Psychological constructs (Big Five, …)

• Individual researchers (comparative projects) are the driving force

• However, missing availability of variables slows down the process- Ideally, new comparative research projects can help to introduce a variable

already (or construct) surveyed in country A into the questionnaires of country B

• More information contact: [email protected] or Google “CNEF Cornell”


(B) Cross-country Harmonized Panel Data Collection (ex-ante)


… under academic direction

(B.1) Ex-ante Harmonized Data Collection in on-going Household Panel Studies ?

(B.2) Setting-up a new Ex-ante Harmonized Cross-Country Household Panel Study ?

(B.3) Funding issues and moving ahead


(B.1) Ex-ante Harmonization in on-going Household Panel Studies ?

• Regional Perspective: Which surveys to include ? • European Surveys: e.g. SOEP, BHPS / USoc, SHP, …

• Unfortunately, some older European panel initiatives have been crowded out by ECHP/EU-SILC (e.g. Ireland: LII, Lux: PSELL)

• Non-European Panels: e.g. USA-PSID, Australia-HILDA, South Africa-NIDS, Korea-KLIPS, …

• Harmonization process driven by research interests: • Straightforward International Standard Classifications: ISCED, CASMIN,

ISCO, NACE, NUTS, Canberra Group income definitions, …• Timing of topical modules by asking identical questions at the same time

across countries (e.g. how did people react to the financial crisis?) • Phrasing of questions: “When did you quit smoking” vs. “What age did

you quit smoking?” or asking for an “anchor event” (Dean Lillard, Cornell)


Ex-ante harmonization in on-going Household Panel Surveys (2)

• Operationalization of constructs, e.g. • Which indicators shall be used when measuring material

deprivation (e.g. heating in Southern Italy vs. Finland) ? • How to ask for substantive information: e.g.

• Periodicity: Income receipt per month or per (calendar) year • Type of Income: gross or net of taxes• Scale: 11-point satisfaction scale (SOEP, HILDA), 5-scale

(BHPS, …)

• Sequence of questions within questionnaire• E.g. SOEP: Satisfaction with life at the end of the questionnaire


Ex-ante harmonization in on-going Household Panel Surveys (3)

Hard (or even not at all) to harmonize issues: • Observation Unit: all adult household members vs. „husband-wife“

• Methodology issues • Periodicity of interview, e.g. (bi-)annual, quarterly, … • Survey Mode (F2F, mail, PAPI, CAPI, CATI, Web) • Sampling Design, Imputation, Weighting, Incentives

• Nation-specific demands• Financing agencies (commitment to survey)• Legal restrictions about what one can ask

• Users: Harmonization starting from wave t impacts on comparability with data collected until t-1 (intergenerational transmission?)

• Many more questions than answers: Is there an alternative ?


(B.2) Is there enough momentum to create a new ex-ante harmonized Cross-Country Household

Panel Study under academic direction ?

• EU-wide vs. worldwide initiative • Open for discussion !


(B.3) Funding issues and moving ahead

• European Commission: upcoming FP 7-call for Integrated Activity (IA); deadline of November 25 (EU-Call INFRA-2011-1.1.2)

• European Data Infrastructure for multidisciplinary research in the socio-economic behaviour of individuals and households, related to sustainability policy, climate change policy and environmental risk.

• A project under this topic should aim to integrate, with a long term perspective, the large scale and longitudinal data infrastructures in Europe,

• which provide information on the social, economic and general well-being of individuals and households.

• Linking these structures at the most detailed level to indicators of energy consumption, transport, environmental conditions, waste recycling will provide researchers with the high quality European comparative data, needed to investigate the drivers of changes in behaviour in Europe, and which is critical to progress in these areas.

Open for discussion … but time pressure !!!


Thank you for your attention!

E-mail:

[email protected]:

[email protected]:

www.diw.de/gsoep


“Division of Labor”• Short-running panels by Official Statistics (at least in the EU)

• ECHP terminated in 2001 (max. 8 waves); EU-SILC only 4-wave panel• Satisfying information needs of EU policy makers (“Laeken” indicators)

• Long-running panel surveys under academic direction• Satisfying needs for truly longitudinal research

• intergenerational analyses, • understanding / explaining human behavior, • separating nature and nurture effects

• Advantages• Mutual cross-validation • Complementary contents, e.g.

• In-depth income data in official panel surveys • Personal traits, health, subjective indicators in academic panels


Selected Challenges for Comparative Household Panel Data Collection and Research

Population coverage

• How to represent recent immigrants in the ongoing sample ?• Incorporation of refreshment samples (control for panel effects) ? • Residential mobility: following households into institutions ? • Severely sick individuals (dementia) solution: proxy interviews ? • Homeless (in panel perspective) ?

Measuring “unobservables”

• lacking (international) standards reduced comparability• Examples: Health, (Non-)Cognitive Capability, Psychological

constructs (e.g. Big Five, Trust, Reciprocity)


Response Rates in CNEF Panel Surveys

Source: Frick et al. (2007): 637

Household Panel Surveys – Going beyond the Cross-National Equivalent File (CNEF) Joachim R. Frick...

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