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Allowing for non‐ignorable non‐response in the analysis of voting intention data

We apply some log‐linear modelling methods, which have been proposed for treating non‐ignorable non‐response, to some data on voting intention from the British General Election Survey. We find that, although some non‐ignorable non‐response models fit the data very well, they may generate implausible point estimates and predictions. Some explanation is provided for the extreme behaviour of the maximum likelihood estimates for the most parsimonious model. We conclude that point estimates for such models must be treated with great caution. To allow for the uncertainty about the non‐response mechanism we explore the use of profile likelihood inference and find the likelihood surfaces to be very flat and the interval estimates to be very wide. To reduce the width of these intervals we propose constraining confidence regions to values where the parameters governing the non‐response mechanism are plausible and study the effect of such constraints on inference. We find that the widths of these intervals are reduced but remain wide.