Campus Units

Statistics

Document Type

Article

Publication Version

Submitted Manuscript

Publication Date

2020

Journal or Book Title

Scandinavian Journal of Statistics

DOI

10.1111/sjos.12473

Abstract

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate models. This single model selection approach ignores the uncertainty associated with the model selection and so leads to underestimation of the variance of multiple imputation estimator. In this paper, we propose a new multiple imputation procedure incorporating model uncertainty in the final inference. The proposed method incorporates possible candidate models for the data into the imputation procedure using the idea of Bayesian Model Averaging (BMA). The proposed method is directly applicable to handling item nonresponse in survey sampling. Asymptotic properties of the proposed method are investigated. A limited simulation study confirms that our model averaging approach provides better estimation performance than the single model selection approach.

Comments

This is a manuscript of an article published as Goh, Gyuhyeong, and Jae Kwang Kim. "Accounting for model uncertainty in multiple imputation under complex sampling." Scandinavian Journal of Statistics (2020). doi: 10.1111/sjos.12473. Posted with permission.

Copyright Owner

The Board of the Foundation of the Scandinavian Journal of Statistics

Language

en

File Format

application/pdf

Published Version

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