On the performance of random‐coefficient pattern‐mixture models for non‐ignorable drop‐out

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Summary

It is shown that alternative RCPMMs that fit equally well may lead to very different estimates for parameters of interest, and that minor model misspecification can introduce biases that are quite large relative to standard errors, even in fairly small samples.

Type
article
Published
2003-08-30
Cited by
167
References
32
Access
Open access

Keywords

Extrapolation, Statistics, Imputation (statistics), Econometrics, Random effects model

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