For instance, Hennepin County in the state of Minnesota is not identified starting in 2004. Is there a reasong for it?
Using IPUMS-CPS, I noticed that there are counties that are large enough that are not identified in the sample.
Due to confidentiality restrictions, the Census Bureau must suppress any geographic identifiers that pose a risk of uniquely identifying individual respondents. In addition, a county can only be identified if it is equivalent to a single primary sampling unit (PSU). Smaller counties will oftentimes be appended to a larger county when forming PSUs. It is possible that Hennepin County’s PSU was combined with smaller counties beginning in 2004, which would explain why it was no longer identifiable in the CPS data. Unfortunately, I am not able to find confirmation of the reason for Hennepin County’s suppression. I recommend that you contact the Census Bureau directly for further information.
Sorry that I could not deliver better news.