SFB 823 Reject inference in consumer credit scoring with nonignorable missing data
نویسندگان
چکیده
We generalize an empirical likelihood approach to missing data to the case of consumer credit scoring and provide a Hausman test for nonignorability of the missings. An application to recent consumer credit data shows that our model yields parameter estimates which are significantly different (both statistically and economically) from the case where customers who were refused credit are ignored.
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