Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision

DOI10.1080/03610918.2019.1656249MaRDI QIDQ5082834zbMATH OpenOpenAlexFDO

Authors Lars Erik Gangsei, Trygve Almøy, Solve Saebo

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1656249

zbMATH Keywords

missing dataprediction errorbivariate linear regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• A dictionary of statistics
• Bayes Factors
• Data Analysis Using Stein's Estimator and its Generalizations
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation with quadratic loss.
• Families of minimax estimators of the mean of a multivariate normal distribution
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
• Model Selection and Model Averaging
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The Focused Information Criterion
• Theoretical evaluation of prediction error in linear regression with a bivariate response variable containing missing data

Cited in

(1)

• Theoretical evaluation of prediction error in linear regression with a bivariate response variable containing missing data

Describes a project that uses

Uses Software

• Systemfit
• R

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