Little's test of missing completely at random
| dc.creator | Li, Cheng | |
| dc.date | 2017-04-01T17:18:23Z | |
| dc.date.accessioned | 2026-07-09T11:07:04Z | |
| dc.description | In missing-data analysis, Little’s test (1988, Journal of the American Statistical Association 83: 1198–1202) is useful for testing the assumption of missing completely at random for multivariate, partially observed quantitative data. I introduce the mcartest command, which implements Little’s missing completely at random test and its extension for testing the covariate-dependent missingness. The command also includes an option to perform the likelihood-ratio test with adjustment for unequal variances. I illustrate the use of mcartest through an example and evaluate the finite-sample performance of these tests in simulation studies. | |
| dc.identifier | Other:st0318 | |
| dc.identifier | doi:10.22004/ag.econ.252693 | |
| dc.identifier | https://ageconsearch.umn.edu/record/252693/files/sjart_st0318.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/252693 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/624863 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/252693 | |
| dc.title | Little's test of missing completely at random | |
| dc.type | Text |