Consider any regression model, linear or nonlinear, with dependent variable y and exogenous variables x, and iid errors . Show that if the probability of

Consider any regression model, linear or nonlinear, with dependent variable y and exogenous variables x, and iid errors ε. Show that if the probability of missing data on x is independent of y, then the regression based on listwise deletion will provide a consistent estimate of the conditional mean function. [Hint: Show that the conditional distribution of y given x is not affected by missing observations.]