A new approach to missing values in linear regression:
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| Main Authors: | , |
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| Format: | Book |
| Language: | Undetermined |
| Published: |
Oldenburg
Inst. für Volkswirtschaftslehre
[1991]
|
| Series: | Wirtschaftswissenschaftliche Diskussionsbeiträge
72 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 17 Bl. |
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Record in the Search Index
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| adam_text | A New Approach to
Missing Values in Linear Regression
)
Michaela Janner and Peter Stahlecker
University of Oldenburg, Department of Economics
Report No. V 72 91
Abstract
We consider the problem of estimating the parameter vector in the linear
model when observations on the independent variables are partially miss¬
ing or incorrect. A new estimator is developed which systematically com¬
bines prior restrictions on the exogenous variables with the incomplete
data. We compare this method with the alternative strategy of deleting
missing values.
Keywords and Phrases:
Linear regression model, missing values, prior information, minimax esti¬
mation, error in variables
Support by Deutsche Forschungsgemeinschaft,
Grant No. Sta284/1 1 is gratefully acknowledged
|
| any_adam_object | 1 |
| author | Jänner, Michaela Stahlecker, Peter |
| author_facet | Jänner, Michaela Stahlecker, Peter |
| author_role | aut aut |
| author_sort | Jänner, Michaela |
| author_variant | m j mj p s ps |
| building | Verbundindex |
| bvnumber | BV004450696 |
| classification_rvk | QB 910 QH 234 |
| ctrlnum | (OCoLC)246848819 (DE-599)BVBBV004450696 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:13:13Z |
| institution | BVB |
| language | Undetermined |
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| physical | 17 Bl. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Inst. für Volkswirtschaftslehre |
| record_format | marc |
| series | Wirtschaftswissenschaftliche Diskussionsbeiträge |
| series2 | Wirtschaftswissenschaftliche Diskussionsbeiträge |
| spelling | Jänner, Michaela Verfasser aut A new approach to missing values in linear regression Michaela Jänner and Peter Stahlecker Oldenburg Inst. für Volkswirtschaftslehre [1991] 17 Bl. txt rdacontent n rdamedia nc rdacarrier Wirtschaftswissenschaftliche Diskussionsbeiträge 72 Modell (DE-588)4039798-1 gnd rswk-swf Lineare Regression (DE-588)4167709-2 gnd rswk-swf Lineare Regression (DE-588)4167709-2 s Modell (DE-588)4039798-1 s DE-604 Stahlecker, Peter Verfasser aut Wirtschaftswissenschaftliche Diskussionsbeiträge 72 (DE-604)BV004212153 72 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002760488&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Jänner, Michaela Stahlecker, Peter A new approach to missing values in linear regression Wirtschaftswissenschaftliche Diskussionsbeiträge Modell (DE-588)4039798-1 gnd Lineare Regression (DE-588)4167709-2 gnd |
| subject_GND | (DE-588)4039798-1 (DE-588)4167709-2 |
| title | A new approach to missing values in linear regression |
| title_auth | A new approach to missing values in linear regression |
| title_exact_search | A new approach to missing values in linear regression |
| title_full | A new approach to missing values in linear regression Michaela Jänner and Peter Stahlecker |
| title_fullStr | A new approach to missing values in linear regression Michaela Jänner and Peter Stahlecker |
| title_full_unstemmed | A new approach to missing values in linear regression Michaela Jänner and Peter Stahlecker |
| title_short | A new approach to missing values in linear regression |
| title_sort | a new approach to missing values in linear regression |
| topic | Modell (DE-588)4039798-1 gnd Lineare Regression (DE-588)4167709-2 gnd |
| topic_facet | Modell Lineare Regression |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002760488&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004212153 |
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