A note on estimating regression coefficients with missing data |
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| Authors: | Donald Lien David Rearden |
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| Institution: |
a Department of Economics, University of Kansas,
b Department of Economics, Cleveland State University, |
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| 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) |
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