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...

Determining the specification of a regression model according to the regressors' significance leads to a pre-test strategy. The exact sampling distribution of such a preliminary-test estimator is derived in this paper.

Predictive Modeling (PM) techniques are gaining importance in the worldwide health insurance business. Modern PM methods are used for customer relationship management, risk evaluation or medical management. This article illustrates a PM approach that enables the economic potential of...