Toutenburg, Helge; Shalabh,
Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses.
Sonderforschungsbereich 386, Discussion Paper 240
We have considered the estimation of coefficients in a linear regression model when some responses on the study variable are missing and some prior information in the form of lower and upper bounds for the average values of missing responses is available. Employing the mixed regression framework, we have presented five estimators for the vector of regression coefficients. Their exact as well as asymptotic properties are discussed and superiority of one estimator over the other is examined.