Diagnostic Testing in Missing Data Models

DOI10.2307/2648784zbMATH Open0548.62073OpenAlexW2070212253MaRDI QIDQ3339996FDOQ3339996

Authors: Dale J. Poirier, Paul A. Ruud 

Publication date: 1983

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2648784

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zbMATH Keywords

homoscedasticityrobustnessdiagnostic testingLagrange multiplier testslognormalitymissing data modelsasymptotically locally most powerful

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cited In (2)

• Diagnostic Measures for Generalized Linear Models with Missing Covariates
• Diagnostics for Multivariate Imputations

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