Conniffe, Denis; O'Neill, Donal - In: Missing-data methods: cross-sectional methods and …, (pp. 209-245). 2011
A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...
