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Missing ordinal covariate with informative selection

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  • Alfonso Miranda
  • Sophia Rabe-Hesketh

Abstract

type="main" xml:id="rssa12014-abs-0001"> The paper considers the problem of parameter estimation in a model for a continuous response variable Y when an ordinal explanatory variable X is missing for a substantial proportion of the sample and the selection mechanism (non-deletion from the sample) S depends on unobservables after conditioning on all explanatory variables—i.e. there is selection on unobservables, or data are not missing at random. We suggest addressing this endogenous selection problem by joint modelling of the selection mechanism, the ordinal explanatory variable X and the response variable Y. The method is illustrated by re-examining the problem of ethnic gaps in educational achievement at age 16 years in England.

Suggested Citation

  • Alfonso Miranda & Sophia Rabe-Hesketh, 2014. "Missing ordinal covariate with informative selection," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 177(2), pages 319-344, February.
  • Handle: RePEc:bla:jorssa:v:177:y:2014:i:2:p:319-344
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    File URL: http://hdl.handle.net/10.1111/rssa.2014.177.issue-2
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    Cited by:

    1. Jake Anders, 2012. "Using the Longitudinal Study of Young People in England for research into Higher Education access," DoQSS Working Papers 12-13, Department of Quantitative Social Science - UCL Institute of Education, University College London.

    More about this item

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • I21 - Health, Education, and Welfare - - Education - - - Analysis of Education

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