This paper considers the estimation of coefficients in a linear regression model with missing observations in the independent variables and introduces a modification of the standard first order regression method for imputation of missing values. The modification provides stochastic values for...

The risk associated with the estimators of the family of feasible generalized double k-class estimators under the LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance–covariance matrix is unknown. A simulation study is...