Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of Econometrics 184 (2015) 2, pp. 452-463
We address the problem of estimating generalized linear models when some covariate values are missing but imputations are available to fill-in the missing values. This situation generates a bias-precision trade-off in the estimation of the model parameters. Extending the generalized...