This paper presents a general loss function under quadratic loss structure and discusses the comparison of risk functions associated with the unbiased least squares and biased Stein-rule estimators of the coefficients in a linear regression model.

The risk of the family of feasible generalized double k-class estimators under LINEX loss function is derived in a linear regression model. The disturbances are assumed to be non-spherical and their variance covariance matrix is unknown.

Large-scale complex surveys typically contain a large number of variables measured on an even larger number of respondents. Missing data is a common problem in such surveys. Since usually most of the variables in a survey are categorical, multiple imputation requires robust methods for modelling...