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Scheid, S. (2002): A Selection Model for Bivariate Normal Data, with a Flexible Nonparametric Missing Model and a Focus on Variance Estimates. Collaborative Research Center 386, Discussion Paper 285
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Abstract

Nonignorable nonresponse is a common problem in bivariate or multivariate data. Here a selection model for bivariate normal distributed data (Y1 ; Y2) is proposed. The missingness of Y2 is supposed to depend on its own values. The model for missingness describes the probability of nonresponse in dependency of Y2 itself and it is chosen nonparametrically to allow exible patterns. We try to get a reasonable estimate for the expectation and especially for the variance of Y2 . Estimation is done by data augmentation and computation by common sampling methods.