12.5 Extend the t model with known degrees of freedom and the contaminated normal to the case...

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12.5 Extend the t model with known degrees of freedom and the contaminated normal to the case of simple linear regression of X on a fixed observed covariate Z. Derive the EMalgorithm for this model. Do units with Z observed, but X missing, contribute information? (Hint: Review Section 11.4.1.)

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Statistical Analysis With Missing Data

ISBN: 9780470526798

3rd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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