Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/244507 
Year of Publication: 
2015
Series/Report no.: 
Working Paper No. 3/2015
Publisher: 
Örebro University School of Business, Örebro
Abstract: 
This paper includes a simulation study on the bias and MSE properties of a two-step probit model estimator for handling missing values in covariates by conditional imputation. In one smaller simulation it is compared with an asymptotically efficient estimator and in one larger it is compared with the probit ML on complete cases after listwise deletion. Simulation results obtained favors the use of the two-step probit estimator and motivates further developments of the methodology.
Subjects: 
binary variable
imputation
OLS
heteroskedasticity
JEL: 
C01
C35
Document Type: 
Working Paper

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