Imputation of continuous variables missing at random using the method of simulated scores
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- Giorgio Calzolari & Laura Neri, 2010. "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive wp2010_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
References listed on IDEAS
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- Mariano,Roberto & Schuermann,Til & Weeks,Melvyn J. (ed.), 2000. "Simulation-based Inference in Econometrics," Cambridge Books, Cambridge University Press, number 9780521591126, January.
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Cited by:
- Doretti, Marco, 2012. "Modelli di scoring per il rischio paese [Scoring models for country risk]," MPRA Paper 38898, University Library of Munich, Germany.
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More about this item
Keywords
Simulates scores; missing data; estimation/imputation; structural form; reduced form;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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