A Hausman test for non-ignorability
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.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kramer, Walter & Sonnberger, Harald, 1986. "Computational pitfalls of the Hausman test," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 163-165, June.
- Qin J. & Leung D. & Shao J., 2002. "Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 193-200, March.
- Wong, Ka-fu, 1996. "Bootstrapping Hausman's exogeneity test," Economics Letters, Elsevier, vol. 53(2), pages 139-143, November.
- J. A. Hausman, 1976.
"Specification Tests in Econometrics,"
185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Hsiao, Cheng, 1980. "Missing data and maximum likelihood estimation," Economics Letters, Elsevier, vol. 6(3), pages 249-253.
- Sven Schreiber, 2008. "The Hausman Test Statistic can be Negative even Asymptotically," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(4), pages 394-405, August.
- Crook, Jonathan, 1999. "Who is discouraged from applying for credit?," Economics Letters, Elsevier, vol. 65(2), pages 165-172, November.
When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:114:y:2012:i:1:p:23-25. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.