MISSING VALUES IN MULTIVARIATE STATISTICS. II. POINT ESTIMATION IN SIMPLE LINEAR REGRESSION.
Abstract
In this paper, the authors study the probabilistic behavior of several ways to estimate the linear regression function between two random variables. They derive the mean square error of prediction for each method of estimation. Tables are given to characterize in terms of the correlation coefficient those situations where a given method has smaller mean square error than its competitors.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1965
- Accession Number
- AD0626851
Entities
People
- A. A. Afifi
- R. M. Elashoff
Organizations
- University of Wisconsin–Madison