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1 IML - Institut de mathématiques de Luminy

Abstract : 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.

keyword : data driven missing not at random logistic regression

Author: Denys Pommeret -

Source: https://hal.archives-ouvertes.fr/


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