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The costs of using incomplete response data for the exponential regression model
Authors:Michael Hamada
Affiliation:Department of Statistics and Actuarial Science , University of Waterloo , Waterloo, Ontario, N2L3G1, Canada
Abstract:
This paper investigates the asymptotic and small sample costs of using incomplete response data, Situations are identified where the information loss is substantial, Moreover, the small sample properties of the estimators are even worse than suggested by their asymptotic counterparts. These results provide the practitioner with guidance as to the severity of the costs he can incur, This is especially helpful when he cars choose the type of incomplete data that he observes.
Keywords:maximum likelihood estimation  asymptotic relative efficiency  bias  mean squared error  grouped and censored data
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