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

L. Sakalauskas and D. Sukauskaite

Statistics & Probability Letters, 1996, vol. 30, issue 1, 53-59

Abstract: Exact expressions for the density and the distribution function of an ML estimate of the multiple correlation coefficient are presented for normal data with missing values in a dependent variable. It is illustrated by counter examples that incomplete observations increase the bias of MLE and also decrease the cardinality of a set in testing.

Keywords: Missing; data; Maximal; likelihood; estimation; Multiple; correlation; coefficient; Hypergeometric; function (search for similar items in EconPapers)
Date: 1996
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