Comments on the Weighted Regression Approach to Missing Values

July 1, 1983 | Journal Article

Authors: Denis Conniffe
The Economic and Social Review , Vol. 14 , No. 4

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 improvements are possible. This is verified for a simple case and the difficulties to extending the methodology to general cases are discussed.

  • Publication Details

    Journal Article

    Date of Publication: July 1, 1983
    Publisher: Economic and Social Studies
    Place of Publication: Dublin

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