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Equivalent models for observables under the assumption of missing at random

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  • Hristache, Marian
  • Patilea, Valentin

Abstract

An equivalence result for a general class of models when some variables are missing at random is established. The initial model and the missingness mechanism could be equivalently defined under the form of a system of moment equations. The equivalence means the same sets of probability measures for the observed variables. This type of equivalence greatly simplifies the analysis of the initial model under the missingness mechanism.

Suggested Citation

  • Hristache, Marian & Patilea, Valentin, 2021. "Equivalent models for observables under the assumption of missing at random," Econometrics and Statistics, Elsevier, vol. 20(C), pages 153-165.
    • Handle: RePEc:eee:ecosta:v:20:y:2021:i:c:p:153-165
    DOI: 10.1016/j.ecosta.2020.03.002
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    References listed on IDEAS

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