Investigation of multiple imputation variance estimation

  • Kim, Jae-Kwang (Department of Statistics, Hankuk University of Foreign Studies)
  • Published : 2002.05.24

Abstract

Multiple imputation, proposed by Rubin, is a procedure for handling missing data. One of the attractive parts of multiple imputation is the simplicity of the variance estimation formula. Because of the simplicity, it has been often abused and misused beyond its original prescription. This paper provides the bias of the multiple imputation variance estimator for a linear point estimator and discusses when the bias can be safely neglected.

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