Linear regression with data missing not AT random: bootstrap approach

Rakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, Рахимова, Нилуфар

Иқтисодий тараққиёт ва таҳлил · 2024-yil

Annotatsiya

OLS regressions have a set of assumption in order to have its point and interval estimates to be unbiased and efficient. Data missing not at random (MNAR) can pose serious estimations issues in the linear regression. In this study we evaluate the performance of OLS confidence interval estimates with MNAR data. We also suggest bootstrapping as a remedy for such data cases and compare the traditional confidence intervals against bootstrap ones. As we need to know the true parameters, we carry out a simulations study. Research results indicate that both approaches show similar results having similar intervals size. Given that bootstrap required a lot of computations, traditional methods is still recommended to be used even in case of MNAR

Maqola ma’lumotlari
MualliflarRakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, Рахимова, Нилуфар
JurnalИқтисодий тараққиёт ва таҳлил
NashriyotЎзбекистон иқтисодиётини ривожлантиришнинг илмий-тадқиқот маркази
ISSN2992-877X
Nashr sanasi2024-04-30
Jild2
Son4
Betlar492-502
TilIngliz
Ilmiy sohaIqtisodiyot
DOI10.60078/2992-877x-2024-vol2-iss4-pp492-502
Indeksga qo‘shilgan2026-08-27

Kalit so‘zlar

линейная модель, размер выборки, доверительный интервал, бутстрап, точность, размер интервала, отсутствие не случайно, linear model, sample size, confidence Interval, bootstrap, accuracy, interval size, missing not at random, чизиқли модел, намуна ўлчами, ишонч интервал, юклаш чизиғи, аниқлик, интервал ўлчами, тасодифий эмас

Ilmiy soha

Iqtibos keltirish

APARakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, & Рахимова, Нилуфар (2024). LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH. Иқтисодий тараққиёт ва таҳлил, 2(4), 492-502. https://doi.org/10.60078/2992-877x-2024-vol2-iss4-pp492-502
GOST (OAK)Rakhimov, Zarrukh va b. LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH // Иқтисодий тараққиёт ва таҳлил. – 2024. – T. 2, № 4. – P. 492-502. – DOI: 10.60078/2992-877x-2024-vol2-iss4-pp492-502.
MLARakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, and Рахимова, Нилуфар. “LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH.” Иқтисодий тараққиёт ва таҳлил, 2(4), 492-502, 2024. https://doi.org/10.60078/2992-877x-2024-vol2-iss4-pp492-502
ChicagoRakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, and Рахимова, Нилуфар. “LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH.” Иқтисодий тараққиёт ва таҳлил, 2(4), 492-502 (2024). https://doi.org/10.60078/2992-877x-2024-vol2-iss4-pp492-502
HarvardRakhimov, Zarrukh, Rahimova, Nilufar, Рахимов, Заррух, Рахимова, Нилуфар, Рахимов, Заррух, and Рахимова, Нилуфар (2024) ‘LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH’, Иқтисодий тараққиёт ва таҳлил, 2(4), 492-502. https://doi.org/10.60078/2992-877x-2024-vol2-iss4-pp492-502
BibTeX
@article{rakhimovzarrukh2024,
  title = {LINEAR REGRESSION WITH DATA MISSING NOT AT RANDOM: BOOTSTRAP APPROACH},
  author = {Rakhimov, Zarrukh and Rahimova, Nilufar and Рахимов, Заррух and Рахимова, Нилуфар and Рахимов, Заррух and Рахимова, Нилуфар},
  journal = {Иқтисодий тараққиёт ва таҳлил},
  year = {2024},
  volume = {2},
  number = {4},
  pages = {492-502},
  doi = {10.60078/2992-877x-2024-vol2-iss4-pp492-502},
  url = {https://doi.org/10.60078/2992-877x-2024-vol2-iss4-pp492-502}
}

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