This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...

This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared distance is proposed. The statistic’s...

The Investment Climate surveys (ICSs) are valuable instruments which improve our understanding of the economic, social, political and institutional factors determining economic growth, particularly in emerging and transition economies. However, at the same time, they have to overcome some...

For the analysis of longitudinal data with nonignorable and nonmonotone missing responses, a full likelihood method often requires intensive computation, especially when there are many follow-up times. The authors propose and explore a Monte Carlo method, based on importance sampling, for...

The aim of this paper is to propose an approach to constructing lower confidence limits for a reliability function and investigate the effect of a sampling scheme on the performance of the proposed approach. This is accomplished by using a data-completion algorithm and certain Monte Carlo...

For a vector of multivariate normal when some elements, but not necessarily all, are truncated, we derive the moment generating function and obtain expressions for the first two moments involving the multivariate hazard gradient. To show one of many applications of these moments, we then extend...