Asymptotic results for multiple imputation (Q1118276): Difference between revisions
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Revision as of 21:37, 19 March 2024
scientific article
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English | Asymptotic results for multiple imputation |
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Asymptotic results for multiple imputation (English)
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1988
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For analyzing incomplete data in surveys, \textit{D. B. Rubin} [ibid. 6, 34- 58 (1978; Zbl 0383.62021)] proposed multiple-imputation where the missing data are replaced by two or more values representing a distribution of the possible values. These studies assume that the outcome variable Y is a scalar, sample selection is by simple random sampling with no covariates and there is ignorable nonresponse. In this paper, the authors assume that the scalar outcome variable Y follows a linear model involving certain covariates X and that there is ignorable nonresponse. The asymptotic sampling distributions of the multiple-imputation estimators are obtained using an ordinary least- squares method for the complete data. Some applications of the results and extensions to alternative estimation procedures are also given.
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large-sample properties
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Bayesian inference
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hot deck
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incomplete data
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surveys
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missing data
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linear model
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covariates
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ignorable nonresponse
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asymptotic sampling distributions
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multiple-imputation estimators
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ordinary least-squares method
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