Weighted Modiied First Order Regression Procedures for Estimation in Linear Models with Missing X-observations

This paper considers the estimation of coeecients in a linear regression model with missing observations in the independent variables and introduces a modiication of the standard rst order regression method for imputation of missing values. The modiication provides stochastic values for imputation and, as an extension, makes use of the principle of weighted mixed regression. The proposed procedures are compared with two popular procedures|one which utilizes only the complete observations and the other which employs the standard rst order regression imputation method for missing values. A simulation experiment to evaluate the gain in eeciency and to examine interesting issues like the impact of varying degree of multicollinearity in explanatory variables is proceeded. Some work on the case of discrete regressor variables is in progress and will be reported in a future article to follow.