Distribution of MLE of the multiple correlation coefficient for data with missing values in a dependent variable

DOI10.1016/0167-7152(95)00201-4MaRDI QIDQ1129461zbMATH OpenOpenAlexFDO

Authors D. Šukauskaitė, Leonidas Sakalauskas

Publication date 16 August 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00201-4

zbMATH Keywords

maximum likelihood estimationmissing datahypergeometric functionmultiple correlation coefficient

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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• Distribution of the \(ML\) estimate of the correlation coefficient of two- dimensional normal data with missing values in one variable
• Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing data
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(2)

• Distribution of the \(ML\) estimate of the correlation coefficient of two- dimensional normal data with missing values in one variable
• Estimation of multiple correlation coefficient when observations are missing on one of the variables

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