Finite sample properties of multiple imputation estimators.

DOI10.1214/009053604000000175MaRDI QIDQ1879954zbMATH OpenOpenAlexFDO

Authors Jae Kwang Kim

Publication date 15 September 2004

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0406453

zbMATH Keywords

missing datavariance estimationnonresponse

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Sampling theory, sample surveys (62D05)

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.

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Cites work

• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 2140075 (Why is no real title available?)
• A note on approximate Bayesian bootstrap imputation
• Asymptotic results for multiple imputation
• Inference and missing data
• Large-sample theory for parametric multiple imputation procedures
• Miscellanea. Small-sample degrees of freedom with multiple imputation
• Multiple Imputation for Interval Estimation From Simple Random Samples With Ignorable Nonresponse
• Single observation unbiased priors

Cited in

(16)

• Quantifying the impact of fixed effects modeling of clusters in multiple imputation for cluster randomized trials
• Information anchored reference‐based sensitivity analysis for truncated normal data with application to survival analysis
• Multiple imputation and other resampling schemes for imputing missing observations
• Large sample results for frequentist multiple imputation for Cox regression with missing covariate data
• On the Bias of the Multiple-Imputation Variance Estimator in Survey Sampling
• Estimation using response probability under callbacks
• Miscellanea. Small-sample degrees of freedom with multiple imputation
• Using response probability and ratio imputation in the estimation under callbacks
• The case for the use of multiple imputation missing data methods in stochastic frontier analysis with illustration using English local highway data
• Multiple imputations and the missing censoring indicator model
• Maximum likelihood multiple imputation: faster imputations and consistent standard errors without posterior draws
• Bayesian Survival Analysis in Proportional Hazard Models with Logistic Relative Risk
• Parametric fractional imputation for nonignorable missing data
• A potential for bias when rounding in multiple imputation
• Ratio estimators of the population mean with missing values using ranked set sampling
• A comparison of different measures of the proportion of explained variance in multiply imputed data sets

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