A Hausman test for non-ignorability

DOI10.1016/J.ECONLET.2011.08.025zbMath1241.91099OpenAlexW2012300461MaRDI QIDQ429125

Matthias Arnold, Michael Bücker, Walter Kramer

Publication date: 26 June 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.08.025

zbMATH Keywords

logistic regressionmissing dataempirical likelihoodcredit scoringreject inferenceHausman test

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Statistical methods; economic indices and measures (91B82)

Cites Work

• Bootstrapping Hausman's exogeneity test
• Who is discouraged from applying for credit?
• Partial identification of probability distributions.
• Inference and missing data
• Specification Tests in Econometrics
• Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling

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