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- W1704829504 abstract "These comments relate to those methods of dealing with missing values of explanatory variables in regression analysis that first complete the data by inserting estimates derived from regressions of explanatory variables on each other and then employ some form of weighted regression. It is argued that the choices of weights in the published methods are not optimal and that improve ments are possible. This is verified for a simple case and the difficulties to extending the methodology to general cases are discussed. here is an extensive literature on the topic of estimating parameters of X equations when some observations are incomplete. Important papers in the statistical literature include Anderson (1957), Buck (I960), Hocking and Smith (1968), Hartley and Hocking (1971), Orchard and Woodbury (1972), Rubin (1974), Beale and Little (1975) and Dempster, Laird and Rubin (1977). The more specifically econometric literature includes Dagenais (1973), Kmenta (1978), Gourieroux and Monfort (1981), Dagenais and Dagenais (1982) and Conniffe (1983). However, this paper is concerned only with the sub-class of methods in which missing values of explanatory variables are first replaced by estimates before applying some form of weighted regres sion analysis to the completed data. Furthermore the estimates are pre sumed derived from regression equations of explanatory variables on each other. It is assumed that no values of the dependent variable are missing." @default.
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- W1704829504 date "1983-01-01" @default.
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- W1704829504 title "Comments on the Weighted Regression Approach to Missing Values" @default.
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