Campus Units
Statistics
Document Type
Article
Publication Version
Accepted Manuscript
Publication Date
2-2016
Journal or Book Title
Biometrika
Volume
103
Issue
1
First Page
244
Last Page
251
DOI
10.1093/biomet/asv073
Abstract
Multiple imputation is widely used for estimation in situations where there are missing data. Rubin (1987) provided an easily applicable formula for multiple imputation variance estimation, but its validity requires the congeniality condition of Meng (1994), which may not be satisfied for method of moments estimation. We give the asymptotic bias of Rubin's variance estimator when method of moments estimation is used in the complete-sample analysis for each imputed dataset. A new variance estimator based on over-imputation is proposed to provide asymptotically valid inference in this case.
Copyright Owner
Biometrika Trust
Copyright Date
2016
Language
en
File Format
application/pdf
Recommended Citation
Yang, Shu and Kim, Jae Kwang, "A note on multiple imputation for method of moments estimation" (2016). Statistics Publications. 120.
https://lib.dr.iastate.edu/stat_las_pubs/120
Included in
Design of Experiments and Sample Surveys Commons, Statistical Methodology Commons, Statistical Models Commons
Comments
This is a pre-copyedited, author-produced PDF of an article accepted for publication in Biometrika following peer review. The version of record (S. Yang, J. K. Kim; A note on multiple imputation for method of moments estimation. Biometrika 2016; 103 (1): 244-251) is available online at doi:10.1093/biomet/asv073. Posted with permission.