missvals {mvnmle}

A multivariate data set with missing values.

Description

The missvals data frame has 13 rows and 5 columns. These are data from Draper and Smith (1966, ISBN:0471221708), and are included to demonstrate Maximum Likelihood (ML) estimation of mean and variance-covariance parameters of multivariate normal data when some observations are missing.

Usage

missvals

Format

This data frame contains the following columns:

x1,x2,x3,x4,x5

numeric vectors

Source

Draper, N. R., and Smith, H. (1966) Applied Regression Analysis. New York: Wiley, ISBN:0471221708.

Little, R. J. A., and Rubin, D. B. (1987) Statistical Analysis with Missing Data. New York: Wiley, ISBN:0471802549.

Rubin, D. B. (1976) Comparing regressions when some predictor variables are missing. Psychometrika 43, 3–10, doi:10.2307/1267523.

Examples

library(mvnmle)
data(missvals)

mlest(missvals, iterlim = 400)