Comparison of EM with Jackknife Standard Errors and Multiple Imputation Standard Errors

  • Kang, Shin-Soo (Department of Information Statistics, Kwandong University)
  • Published : 2005.11.30

Abstract

Most discussions of single imputation methods and the EM algorithm concern point estimation of population quantities with missing values. A second concern is how to get standard errors of the point estimates obtained from the filled-in data by single imputation methods and EM algorithm. Now we focus on how to estimate standard errors with incorporating the additional uncertainty due to nonresponse. There are some approaches to account for the additional uncertainty. The general two possible approaches are considered. One is the jackknife method of resampling methods. The other is multiple imputation(MI). These two approaches are reviewed and compared through simulation studies.

Keywords

References

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