On the Problem of Missing Data in Linear Models

DOI10.2307/2297197zbMath0476.62089OpenAlexW1989195347MaRDI QIDQ3932188

Christian Gouriéroux, Alain Monfort

Publication date: 1981

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297197

zbMATH Keywords

exact expressions of maximum likelihood estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (6)

On BLU-estimation with data of different periodicity ⋮ A count data model with unobserved heterogeneity ⋮ Likelihood estimation of missing cell means in the fixed model analysis of variance ⋮ Efficiency gains due to using missing data procedures in regression models ⋮ Linear regression using both temporally aggregated and temporally disaggregated data ⋮ Incomplete covariates data in generalized linear models

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