Missing regressor values under conditions of multicollinearity |
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| Authors: | R. Carter Hill Rod F. Ziemer |
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| Affiliation: | 1. Economics Department , University of Georgia , Athens, Georgia, 30602;2. Agricultural Economics Department , Texas AAmp;3. M University , College Station, Texas, 77843 |
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| Abstract: | ![]()
The performance of some common procedures for replacing missing regressor values is investigated under varying conditions of multicollinearity" Analytical and numerical results indicate that the popular method of substituting sample means for missing values appears preferrable to other more sophisticated procedures given ill-conditioned designs In addition, results indicated that incomplete sample observations should not be thrown away under conditions of extreme multicollinearity. |
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| Keywords: | ill-conditioned designs incomplete sample observations missing regressor values |
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