Toutenburg, Helge and Shalabh,
Improving the Estimation of Incomplete Regression Models through Pilot Investigations and Repeated Studies.
Collaborative Research Center 386, Discussion Paper 154
Pilot investigations and repeated studies often provide some useful information which can be utilized for the estimation of coefficients in a linear regression model when some observations on the study variable are missing. A suitable framework for this purpose is described and several unbiased estimators for the coefficient vectors are presented. Their efficiency properties are analyzed and a comparison is made.