The repeated measurement of the same units over time (panel survey) contains many sampling stages such as initial response, sample stratification used as a tool to decrease costs, and panel participation. In all stages, selective (systematic) survey participation needs to be accounted for if panel data are to be used as a tracking device of the population under study. The Puget Sound Transportation Panel (PSTP) offers a unique opportunity to assess the performance of weighting methods because benchmark data, such as the Public Use MICRO DATA Sample data set, are also available. The PSTP weighting scheme contains sequential weighting steps for exogenous and endogenous sampling stratification, missing data, prewave self-selection, and multiwave panel attrition. Statistical comparisons show that weights based on probabilistic models of self-selection succeed in eliminating part of the bias introduced by selective participation.