Regression modelling with fixed effects - missing values and other problems

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

Abstract

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.

• Item Type: Paper (Research Paper)
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English