Regression modelling with fixed effects - missing values and other problems

Toutenburg, Helge; Fieger, A. und Heumann, Christian (1998): Regression modelling with fixed effects - missing values and other problems. Sonderforschungsbereich 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.

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