
Article
Finite sample properties of multiple imputation estimators
Annals of Statistics
(2004)
Abstract
Finite sample properties of multiple imputation estimators under the linear regression model are studied. The exact bias of the multiple imputation variance estimator is presented. A method of reducing the bias is presented and simulation is used to make comparisons. We also show that the suggested method can be used for a general class of linear estimators.
Keywords
- Missing data,
- nonresponse,
- variance estimation
Disciplines
Publication Date
2004
DOI
10.1214/009053604000000175. http://projecteuclid.org/euclid.aos/1083178946.
Publisher Statement
Copyright 2004 Institute of Mathematical Statistics
Citation Information
Jae Kwang Kim. "Finite sample properties of multiple imputation estimators" Annals of Statistics Vol. 32 Iss. 2 (2004) p. 766 - 783 Available at: http://works.bepress.com/jae-kwang-kim/4/