School of Mathematical Sciences

Missing ordinal covariates with informative selection menu

Missing ordinal covariates with informative selection

Speaker: 
Alfonso MirandaDepartment of Quantitative Social Science, Institute of Education, University of London
Date/Time: 
Thu, 11/11/2010 - 16:30
Room: 
M203
Seminar series: 

This paper considers the problem of parameter estimation in a model for a
continuous response variable y when an important ordinal explanatory
variable x is missing for a large proportion of the sample. Non-missingness
of x, or sample selection, is correlated with the response variable
and/or with the unobserved values the ordinal explanatory variable takes
when missing. We suggest solving the endogenous selection, or `not missing
at random' (NMAR), problem by modelling the informative selection mechanism,
the ordinal explanatory variable, and the response variable together.

The use of the method is illustrated by re-examining the problem of the ethnic
gap in school achievement at age 16 in England using linked data from
the National Pupil database (NPD), the Longitudinal Study of Young People
in England (LSYPE), and the Census 2001.