Regression with imputed covariates: a generalized missing-indicator approach

DOI10.1016/j.jeconom.2011.02.005zbMath1441.62658OpenAlexW2157734155MaRDI QIDQ737915

Valentino Dardanoni, Franco Peracchi, Salvatore Modica

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2108/15883

zbMATH Keywords

model reductionmodel averagingmissing covariatesimputationsbias-precision trade-offBMI and income

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items

Model averaging for generalized linear models in fragmentary data prediction, Model averaging for generalized linear models with missing at random covariates, Mallows model averaging with effective model size in fragmentary data prediction, Missing data, imputation, and endogeneity, Efficient estimation with missing data and endogeneity, Ignoring non-ignorable missingness, ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES, Unnamed Item, Model averaging with covariates that are missing completely at random, Model averaging for multiple quantile regression with covariates missing at random, Model averaging estimation of generalized linear models with imputed covariates

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