Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/162508 
Autor:innen: 
Erscheinungsjahr: 
2017
Schriftenreihe/Nr.: 
SFB 649 Discussion Paper No. 2017-007
Verlag: 
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, Berlin
Zusammenfassung: 
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic's asymptotic distribution under the MAR hypothesis is derived. In particular, our results can be applied to testing missing completely at random (MCAR). A Monte Carlo study examines finite sample performance of our test statistic. An empirical illustration analyzes the nonresponse mechanism in labor income questions.
Schlagwörter: 
incomplete data
missing-data mechanism
selection model
nonparametric hypothesis testing
consistent testing
instrumental variable
series estimation
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
453.82 kB





Publikationen in EconStor sind urheberrechtlich geschützt.