Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses

Toutenburg, Helge and Shalabh (2001): Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses. Collaborative Research Center 386, Discussion Paper 240

Abstract

We have considered the estimation of coefficients in a linear regression model when some responses on the study variable are missing and some prior information in the form of lower and upper bounds for the average values of missing responses is available. Employing the mixed regression framework, we have presented five estimators for the vector of regression coefficients. Their exact as well as asymptotic properties are discussed and superiority of one estimator over the other is examined.

• 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