A Hausman test for non-ignorability
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References listed on IDEAS
- Hsiao, Cheng, 1980. "Missing data and maximum likelihood estimation," Economics Letters, Elsevier, vol. 6(3), pages 249-253.
- Wong, Ka-fu, 1996. "Bootstrapping Hausman's exogeneity test," Economics Letters, Elsevier, vol. 53(2), pages 139-143, November.
- Schreiber Sven, 2008. "The Hausman Test Statistic can be Negative even Asymptotically," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(4), pages 394-405, August.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
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- Crook, Jonathan, 1999. "Who is discouraged from applying for credit?," Economics Letters, Elsevier, vol. 65(2), pages 165-172, November.
- 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.
- 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.
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- Bücker, Michael & van Kampen, Maarten & Krämer, Walter, 2013. "Reject inference in consumer credit scoring with nonignorable missing data," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1040-1045.
More about this item
KeywordsHausman test; Missing data; Empirical likelihood; Reject inference; Credit scoring; Logistic regression;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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