A Multivariate Regression Estimator of Levels and Change for Surveys Over Time

Abstract Rotations are often used for panel surveys, where the observations remain in the sample for a predefined number of periods and then rotate out. The information of previous waves can be exploited to improve current estimates. We propose a multivariate regression estimator which captures all information available from both waves. By adding additional auxiliary variables describing the information of the rotational design, the proposed estimator captures the sample correlation between waves. It can be used for the estimation of levels and changes.