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

Toutenburg, Helge und Shalabh (1998): Use of minimum risk approach in the estimation of regression models with missing observation. Sonderforschungsbereich 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.

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch