Diagnostic Testing in Missing Data Models

DOI10.2307/2648784MaRDI QIDQ3339996zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(2)

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

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