Estimation of Regression Coefficients Subject to Exact Linear Restrictions when some Observations are Missing and Balanced Loss Function is Used

Toutenburg, Helge and Shalabh (1999): Estimation of Regression Coefficients Subject to Exact Linear Restrictions when some Observations are Missing and Balanced Loss Function is Used. Collaborative Research Center 386, Discussion Paper 163

Abstract

This article considers a linear regression model when a set of exact linear restrictions binding the coefficients is available and some observations on the study variable are missing. Estimators for the vectors of regression coefficients are presented and their superiority properties with respect to the criteria of the variance covariance matrix and the risk under balanced loss functions are analyzed.

• 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