Use of minimum risk approach in the estimation of regression models with missing observations (Q1865234)
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scientific article; zbMATH DE number 1887587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Use of minimum risk approach in the estimation of regression models with missing observations |
scientific article; zbMATH DE number 1887587 |
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Use of minimum risk approach in the estimation of regression models with missing observations (English)
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25 March 2003
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This article considers a linear regression model with some missing observations on the response variable and presents two estimators of regression coefficients employing the approach of minimum risk estimation. Small disturbance asymptotic properties of these estimators along with the traditional unbiased estimator are analyzed and conditions, that are easy to check in practice, for the superiority of one estimator over the other are derived.
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incomplete response
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biased imputation
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minimum risk criterion
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small disturbance asymptotics
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0.8077065944671631
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