On the bias of the multiple-imputation variance estimator in survey sampling

• 成果类型: Article
• 署名作者: Kim, Jae Kwang; Brick, J. Michael; Fuller, Wayne A.; Kalton, Graham
• 署名单位: Westat; Yonsei University; Iowa State University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/j.1467-9868.2006.00546.x
• 发表日期: 2006
• 页码: 509-521
• 关键词: hot deck imputation; nonresponse; regression

摘要

Multiple imputation is a method of estimating the variances of estimators that are constructed with some imputed data. We give an expression for the bias of the multiple-imputation variance estimator for data that are collected with a complex sample design. The bias may be sizable for certain estimators, such as domain means, when a large fraction of the values are imputed. A bias-adjusted variance estimator is suggested.