 2006 Royal Statistical Society 0964–1998/06/169543 J. R. Statist. Soc. A (2006) 169, Part 3, pp. 543–569 Health-related non-response in the British Household Panel Survey and European Community Household Panel: using inverse-probability- weighted estimators in non-linear models Andrew M. Jones, University of York, UK Xander Koolman Erasmus University, Rotterdam, the Netherlands and Nigel Rice University of York, UK [Received July 2004. Final revision August 2005] Summary. The paper considers health-related non-response in the first 11 waves of the British Household Panel Survey and the full eight waves of the European Community Household Panel and explores its consequences for dynamic models of the association between socioeconomic status and self-assessed health. We describe the pattern of health-related non-response that is revealed by the British Household Panel Survey and European Community Household Panel data. We both test and correct for non-response in empirical models of the effect of socioeco- nomic status on self-assessed health. Descriptive evidence shows that there is health-related non-response in the data, with those in very poor initial health more likely to drop out, and variable addition tests provide evidence of non-response bias in the panel data models of self-reported health. Nevertheless a comparison of estimates—based on the balanced sample, the unbal- anced sample and corrected for non-response by using inverse probability weights—shows that, on the whole, there are not substantive differences in the average partial effects of the variables of interest. The main differences are between unweighted and one form of inverse-probability- weighted estimates for the average partial effects of income and education in those countries that have fewer than eight waves of data. Similar findings have been reported concerning the limited influence of non-response bias in models of various labour market outcomes; we discuss possible explanations for our results. Keywords: Attrition; British Household Panel Survey; European Community Household Panel; Inverse probability weighting; Non-participation; Non-response; Selection on observables; Self-assessed health 1. Introduction The objective of this paper is to explore health-related non-response in panel data and its con- sequences for modelling the association between socio-economic status (SES) and self-assessed health (SAH). Using panel data, such as the British Household Panel Survey (BHPS) or Euro- pean Community Household Panel (ECHP), to analyse longitudinal models of health creates Address for correspondence: Andrew M. Jones, Department of Economics and Related Studies, University of York, Heslington, York, YO10 5DD, UK. E-mail: amj1@york.ac.uk