@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",
}