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Estimation of regression parameters in missing data problems
Author(s) -
Mcleish Donald L.,
Struthers Cyntha A.
Publication year - 2006
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550340204
Subject(s) - covariate , estimator , mathematics , statistics , missing data , multivariate statistics , standard deviation , regression analysis , conditional expectation , econometrics
Let Y be a response variable, possibly multivariate, with a density function f ( y | x , v ; β) conditional on vectors x and v of covariates and a vector β of unknown parameters. The authors consider the problem of estimating β when the values taken by the covariate vector v are available for all observations while some of those taken by the covariate x are missing at random. They compare the profile estimator to several alternatives, both in terms of bias and standard deviation, when the response and covariates are discrete or continuous.