The estimation of variance-covariance and correlation matrices from incomplete data
- Neil H. Timm
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Employing simulated data, several methods for estimating correlation and variance-covariance matrices are studied for observations missing at random from data matrices. The effect of sample size, number of variables, percent of missing data and average intercorrelations of variables are examined for several proposed methods.
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- The estimation of variance-covariance and correlation matrices from incomplete data
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- Neil H. Timm (1) (2)
- Author Affiliations
- 1. Carnegie Commission on the Future of Higher Education, USA
- 2. University of California, Berkeley