Equivalent models for observables under the assumption of missing at random

Marian Hristache and Valentin Patilea

Econometrics and Statistics, 2021, vol. 20, issue C, 153-165

Abstract: An equivalence result for a general class of models when some variables are missing at random is established. The initial model and the missingness mechanism could be equivalently defined under the form of a system of moment equations. The equivalence means the same sets of probability measures for the observed variables. This type of equivalence greatly simplifies the analysis of the initial model under the missingness mechanism.

Keywords: Double-robustness; Efficiency bounds; Inverse probability weighting; Moment restrictions models; Semiparametric regression (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:20:y:2021:i:c:p:153-165

DOI: 10.1016/j.ecosta.2020.03.002

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