Use of minimum risk approach in the estimation of regression models with missing observation

Toutenburg, Helge and Shalabh (1998): Use of minimum risk approach in the estimation of regression models with missing observation. Collaborative Research Center 386, Discussion Paper 118

Abstract

This article considers a linear regression model with some missing observations on the response variable and presents two estimators of regression coefficients employing the approach of minimum risk estimation. Asymptotic properties of these estimators along with the traditional unbiased estimator are analyzed and conditions, that are easy to check in practice, for the superiority of one estimator over the other are derived.

• Item Type: Paper (Research Paper)
• Collections: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics