Missing Observations in Multivariate Statistics II. Point Estimation in Simple Linear Regression

Abstract
We define and evaluate some simple estimators of the linear regression function of y and x, when observations may be missing on y or x. In particular, we compare the zero order estimator, a modified zero order estimator, and mixed estimators relative to the least squares estimator using the ratio of expected mean square errors as our measure of efficiency. Illustrative tables are given to support our conclusions regarding the estimator of choice.

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