Finite sample properties of multiple imputation estimators
成果类型:
Article
署名作者:
Kim, JK
署名单位:
Yonsei University
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/009053604000000175
发表日期:
2004
页码:
766-783
关键词:
摘要:
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.