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Finite sample properties of multiple imputation estimators

Jae Kwang Kim

The Annals of Statistics · 2004 · Volume 32 · Issue 2

DOI: 10.1214/009053604000000175

Abstract

Finite sample properties of multiple imputation estimators under the linear regression model are studied. The exact bias of the multiple imputation variance estimator is presented. A method of reducing the bias is presented and simulation is used to make comparisons. We also show that the suggested method can be used for a general class of linear estimators.

Keywords

62D05, 62J99, missing data, nonresponse, variance estimation

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