On the bias of the multiple-imputation variance estimator in survey sampling

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Multiple imputation is a method of estimating the variances of estimators that are constructed with some imputed data. We give an expression for the bias of the multiple-imputation variance estimator for data that are collected with a complex sample design. The bias may be sizable for certain estimators, such as domain means, when a large fraction of the values are imputed. A bias-adjusted variance estimator is suggested
Publisher
BLACKWELL PUBLISHING
Issue Date
2006
Language
English
Article Type
Article
Keywords

HOT DECK IMPUTATION; NONRESPONSE; REGRESSION

Citation

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, v.68, pp.509 - 521

ISSN
1369-7412
DOI
10.1111/j.1467-9868.2006.00546.x
URI
http://hdl.handle.net/10203/212954
Appears in Collection
MA-Journal Papers(저널논문)
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