The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values
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- Calzolari, Giorgio & Neri, Laura, 2002. "Imputation of continuous variables missing at random using the method of simulated scores," MPRA Paper 22986, University Library of Munich, Germany, revised 2002.
References listed on IDEAS
- Paul Kofman & Ian G. Sharpe, 2003. "Using Multiple Imputation in the Analysis of Incomplete Observations in Finance," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 1(2), pages 216-249.
- Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
- Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 3-35, October.
- Belsley, David A. & John Kontoghiorghes, Erricos, 2005. "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 283-285, April.
- Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1978. "A Program for Stochastic Simulation of Econometric Models," Econometrica, Econometric Society, vol. 46(1), pages 235-236, January.
More about this item
KeywordsSimulated scores; missing data; multivariate normal regression model; estimation/simulation; general pattern of missingness; simultaneous equations; structural form; reduced form;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
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