Missing Measurements in Limited Dependent Variable Models

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Issue Date
1987Author
Lien, Donald
Rearden, David
Publisher
Institute for Public Policy and Business Research, University of Kansas
Type
Technical Report
Is part of series
Technical Report;3
Rights
Copyright 1987, Institute for Public Policy and Business Research, University of Kansas
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Show full item recordAbstract
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.
Collections
- IPSR Published Works [305]
Citation
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).
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