Abstract #300897

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JSM 2002 Abstract #300897
Activity Number: 304
Type: Topic Contributed
Date/Time: Wednesday, August 14, 2002 : 10:30 AM to 12:20 PM
Sponsor: Business & Economics Statistics Section*
Abstract - #300897
Title: Imputation for Missing Response Using Auxiliary Data with an Application to Credit Scoring
Author(s): Steven Meester*+
Affiliation(s): Tyco Capital
Address: 1040 Broad St., 3rd Floor, Shrewsbury, New Jersey, 07701, USA
Keywords: Missing data ; response bias ; censoring ; credit scoring ; reject inference
Abstract:

In observational data studies it is not uncommon to encounter data with non-ignorable missing outcomes. In this paper, imputation using supplementary data for observations with missing response is considered for the purpose of estimating a parametric regression model. The method has applications in reject inference for credit scoring model development, for which no current satisfactory methods exists.

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Revised March 2002