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A Parameter Estimation Criterion for Multiresponse Models Applicable When Some Observations are Missing
Author(s) -
Box M. J.
Publication year - 1971
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346625
Subject(s) - estimation , estimation theory , mathematics , statistics , computer science , econometrics , engineering , systems engineering
Summary Box and Draper (1965) have presented a parameter estimation criterion applicable to k ‐response models when n complete sets of observations of all k responses are available. In practice, however, the data are often incomplete, and when the missing values are few in number, Box, Draper and Hunter (1970) have suggested that these missing values be added to the problem as additional parameters to be estimated. The purpose of this note is to present an alternative criterion which is more practicable when there are a large number of such missing values, and the procedure is illustrated with an example.

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