关于缺失数据下回归系数估计的一个注记

A note on estimating regression coefficients with missing data

Econometric Reviews · 1992
被引 5
人大 A-ABS 3

中文导读

探讨当解释变量存在缺失观测时如何估计回归系数,假设解释变量间存在辅助关系,并讨论了几种估计量及其相互关系。

Abstract

In this note, we consider the problem of estimating regression coefficients when there are missing observations of some explanatory variables. Following Dagenais (1973), Gourieroux and Monfort (1981), and Conniffe (1983a, 1983b), we assume auxiliary relationships exist among explanatory varibles. Several estimatprs and their interrelationships are discussed. We begin with the model of Gourieroux and Monfort (1981)

缺失数据回归系数估计辅助关系估计量