@techreport{7b771e123bc3492e8cd171c49f07ad07,

title = "Multivariate Regression with Monotone Missing Observation of the Dependent Variables",

abstract = "Multivariate regression is discussed, where the observations of the dependent variables are (monotone) missing completely at random; the explanatory variables are assumed to be completely observed.We discuss OLS-, GLS- and a certain form of E(stimated) GLS-estimation.It turns out that (E)GLS-estimation uses the preceding dependent variables in a well-structured way.In case of normality, ML-estimation coincides with (E)GLS-estimation.We include (sets of) MANOVA-tables enabling us to perform exact tests on the coecients based on a (new) generalized Wilks' distribution.Only the very special case of the constant as sole explanatory variable has been treated in the literature so far: our model incorporates this missing data problem.",

keywords = "testing, sampling, least squares, maximum likelihood, multivariate regression",

author = "V.M. Raats and {van der Genugten}, B.B. and J.J.A. Moors",

note = "Pagination: 32",

year = "2002",

language = "English",

volume = "2002-63",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

}