Consider the classic situation where (X,Y) are bivariate normal with Y complete and X incomplete. We wish to estimate the linear regression of Y on X. There is a closed-form solution for the regression parameters, first given by Anderson (1957). Is there also a known closed-form solution for the asymptotic standard errors of the regression parameters? I see how the standard errors could be obtained using the delta method, but I'm wondering if someone has already done the legwork.
Best wishes, Paul von Hippel LBJ School of Public Affairs Sid Richardson Hall 3.251 University of Texas, Austin 2315 Red River, Box Y Austin, TX 78712 (512) 537-8112
