Estimation of regression models with equi-correlated responses when some observations on the response variable are missing

被引：2

作者：

Toutenburg, H

Shalabh

机构：

[1] Univ Munich, Inst Stat, D-80799 Munich, Germany

[2] Panjab Univ, Dept Stat, Chandigarh 160014, India

来源：

STATISTICAL PAPERS | 2003年 / 44卷 / 02期

关键词：

linear regression; missing data; equi-correlated response; comparison of estimators; optimal homogeneous predictors;

D O I：

10.1007/s00362-003-0147-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The present article deals with the problem of estimation of parameters in a linear regression model when some data on response variable is missing and the responses are equi-correlated. The ordinary least squares and optimal homogeneous predictors are employed to find the imputed values of missing observations. Their efficiency properties are analyzed using the small disturbances asymptotic theory. The estimation of regression coefficients using these imputed values is also considered and a comparison of estimators is presented.

引用

页码：217 / 232

页数：16

共 44 条

[1] Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
H. Toutenburg
[J]. Statistical Papers, 2003, 44 : 217 - 232
[2] Unbiased prediction in linear regression models with equi-correlated responses
Shalabh
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[J]. Statistical Papers, 1998, 39 : 237 - 244
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