Summary We consider the linear regression of outcome?Y?on regressors?W?and?Z?with some values of?W?missing, when our main interest is the effect of?Z?on?Y, controlling for?W. Three common approaches to regression with missing covariates are (i) complete-case analysis (CC), which discards the incomplete cases, and (ii) ignorable likelihood methods, which base inference on the likelihood based on the observed… Continue reading A Pseudo-Bayesian Shrinkage Approach to Regression with Missing Covariates