Minimax least squares and quasiminimax estimation in linear models with missing values |
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Authors: | Michaela Jänner Peter Stahlecker |
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Institution: | (1) Department of Economics, University of Oldenburg, Germany;(2) Department of Economics, University of Hamburg, Germany |
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Abstract: | We consider the problem of estimating the parameter vector in the linear model when observations on the independent variables are partially missing or incorrect. New estimators are developed, which systematically combine prior information with the incomplete data. We compare these methods with the alternative strategy of deleting incomplete observations.Support by Deutsche Forschungsgemeinschaft, Grant No. 284/1-2 is gratefully acknowledged. |
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Keywords: | 62C20 62J05 |
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