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Toutenburg, Helge; Srivastava, V. K. (2000): Estimation of Linear Regression Models with Missingness of Observations on Both the Explanatory and Study Variables-Part I: Theoretical Results. Sonderforschungsbereich 386, Discussion Paper 184




This paper discusses the estimation of coefficients in a linear regression model when there are some missing observations on an explanatory variable and the study variable individually as well as simultaneously. The first order regression method of imputation is followed and the least squares procedure is applied. Efficiency properties of estimators are then investigated employing the large sample asymptotic theory.