A Hausman test for non-ignorability

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 114
Issue: 1
Pages: 23-25

Authors (3)

Bücker, Michael (not in RePEc) Krämer, Walter (Universität Dortmund) Arnold, Matthias (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:114:y:2012:i:1:p:23-25
Journal Field
General
Author Count
3
Added to Database
2026-01-25