%0 Unpublished work
%T Testing the mechanism of missing data
%+ Institut de mathématiques de Luminy (IML)
%A Pommeret, Denys
%8 2012-02
%D 2012
%K data driven
%K missing not at random
%K logistic regression
%Z 62G10, 62G07
%Z Mathematics [math]/Statistics [math.ST]
%Z Statistics [stat]/Statistics Theory [stat.TH]Preprints, Working Papers, ...
%X We consider the problem of missing data when the mechanism of missingness is not at random and when the partially observed vari- able has known or observed moments. A nonparametric estimator of the probability of missingness is proposed. A data driven statistic is constructed to test the missingness mechanism. Illustrations through univariate logistic regressions are presented: the method permits to estimate regression coe cients when the covariate is completely miss- ing for one response category. A test of signi cance is proposed for the coe cients. The performance of the method is investigated in a simulation study. An illustration is considered using a real data set.
%G English
%2 https://hal.science/hal-00669339/document
%2 https://hal.science/hal-00669339/file/MissingHal.pdf
%L hal-00669339
%U https://hal.science/hal-00669339
%~ CNRS
%~ UNIV-AMU
%~ IML
%~ I2M