Testing the mechanism of missing data

نویسنده

  • Denys Pommeret
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