A Hausman test for non-ignorability

Michael Bücker, Walter Krämer and Matthias Arnold

Economics Letters, 2012, vol. 114, issue 1, 23-25

Abstract: Using an empirical likelihood approach, we show that generalized linear models can still be consistently estimated even if dependent variables are not missing at random, and derive a Hausman test by comparing this estimator to the standard one.

Keywords: Hausman test; Missing data; Empirical likelihood; Reject inference; Credit scoring; Logistic regression (search for similar items in EconPapers)
JEL-codes: C12 C2 G24 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:114:y:2012:i:1:p:23-25

DOI: 10.1016/j.econlet.2011.08.025

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