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Missing Measurements in Limited Dependent Variable Models
Lien, Donald Rearden, David
Lien, Donald
Rearden, David
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Abstract
In this paper, we investigate the problem, whether or not incomplete observations contain any information about the parameters that could be used in their estimation, as it applies to limited dependent variable models. The answers differ between binary response models and Tobit response models when serial correlation prevails given missing observations on independent variables. If, instead, missing observations pertain to the dependent variable, we have negative answers for both.
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1987
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Institute for Public Policy and Business Research, University of Kansas
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Donald Lien, David Rearden. Missing Measurements in Limited Dependent Variable Models. Institute for Public Policy and Business Research, University of Kansas. Technical Report Series: 3 (1987).