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Toutenburg, Helge and Shalabh (1999): Improving the Estimation of Incomplete Regression Models through Pilot Investigations and Repeated Studies. Collaborative Research Center 386, Discussion Paper 154 [PDF, 236kB]


Pilot investigations and repeated studies often provide some useful information which can be utilized for the estimation of coefficients in a linear regression model when some observations on the study variable are missing. A suitable framework for this purpose is described and several unbiased estimators for the coefficient vectors are presented. Their efficiency properties are analyzed and a comparison is made.

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