Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework
Journal or Book Title
Scandinavian Journal of Statistics
Predictive mean matching imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the predictive mean matching estimator of the population mean. For variance estimation, the conventional bootstrap inference for matching estimators with fixed matches has been shown to be invalid due to the nonsmoothness nature of the matching estimator. We propose asymptotically valid replication variance estimation. The key strategy is to construct replicates of the estimator directly based on linear terms, instead of individual records of variables. Extension to nearest neighbor imputation is also discussed. A simulation study confirms that the new procedure provides valid variance estimation.
Board of the Foundation of the Scandinavian Journal of Statistics
Yang, Shu and Kim, Jae Kwang, "Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework" (2020). Statistics Publications. 311.