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Abstract:
We consider a model sensitivity problem of a dependent variable on several exogenous variables while the dependent variable has some missing data. Under certain assumptions on the model of selected sample and on the selection mechanism, a mixture model is derived and some statistical properties are discussed. This model gives a way to derive Pearson Lawley (PL) correction formula for the covariance matrix and leads to a modification when the missingness is not ignorable. A sensitivity analysis is then discussed for the PL method. Finally, this modified PL method is applied to a real data set from Project A of Office of Naval Research. The results show some difference from that of using Pearson-Lawley method or of using listwise deletion.
| Limitations: |
APPROVED FOR PUBLIC RELEASE |
| Pages: |
32 |
| Report Date: |
29 AUG 94 |
| Contract Number: |
N00014-93-1-0619 |
| Report Number: |
A222323 |
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