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

Jae Kwang Kim, J. Michael Brick, Wayne A. Fuller, Graham Kalton

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2006 · Volume 68 · Issue 3

DOI: 10.1111/j.1467-9868.2006.00546.x

Abstract

Summary.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.

Keywords

Missing data, Non-response, Survey sampling

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