n

β1

β0

s2

ρ

Missing Rate at Time t

1

2

3

4

5

Case 1

100

0.1

10

1

0.7

0%

5%

5%

5%

5%

2

10

Case 2

100

0.1

10

1

0.7

0%

5%

20%

15%

20%

2

10

Case 3

100

0.1

10

1

0.7

0%

10%

20%

30%

50%

2

10