Testing the mechanism of missing dataReportar como inadecuado




Testing the mechanism of missing data - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

1 IML - Institut de mathématiques de Luminy

Abstract : We consider the problem of missing data when the mechanism of missingness is not at random and when the partially observed vari- able 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 miss- ing 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.

keyword : data driven missing not at random logistic regression





Autor: Denys Pommeret -

Fuente: https://hal.archives-ouvertes.fr/



DESCARGAR PDF




Documentos relacionados