Small-sample degrees of freedom for multi-component significance tests with multiple imputation for missing data
成果类型:
Article
署名作者:
Reiter, Jerome P.
署名单位:
Duke University
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/asm028
发表日期:
2007
页码:
502508
关键词:
摘要:
When performing multi-component significance tests with multiply-imputed datasets, analysts can use a Wald-like test statistic and a reference F-distribution. The currently employed degrees of freedom in the denominator of this F-distribution are derived assuming an infinite sample size. For modest complete-data sample sizes, this degrees of freedom can be unrealistic; for example, it may exceed the complete-data degrees of freedom. This paper presents an alternative denominator degrees of freedom that is always less than or equal to the complete-data denominator degrees of freedom, and equals the currently employed denominator degrees of freedom for infinite sample sizes. Its advantages over the currently employed degrees of freedom are illustrated with a simulation.