Testing the mechanism of missing data
نویسنده
چکیده
We consider the problem of missing data when the mechanism of missingness is not at random and when the partially observed variable has known or observed moments. A nonparametric estimator of the probability of missingness is proposed. A data driven statistic is constructed to test the missingness mechanism. Illustrations through univariate logistic regressions are presented: the method permits to estimate regression coe cients when the covariate is completely missing for one response category. A test of signi cance is proposed for the coe cients. The performance of the method is investigated in a simulation study. An illustration is considered using a real data set.
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تاریخ انتشار 2012