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Toutenburg, Helge; Fieger, A. and Heumann, Christian (1998): Regression modelling with fixed effects - missing values and other problems. Collaborative Research Center 386, Discussion Paper 123 [PDF, 264kB]


The paper considers new devices to predict the response variable using a convex target function weighting the response and its expectation. A MDEP-matrix superiority condition is given concerning BLUE, RLSE and mixed estimator where the latter is used in case of imputation for missing values. A small simulation study compares the alternative estimators. Finally the detection of non-MCAR processes in linear regression is discussed.

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