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Finite sample properties of multiple imputation estimators

Statistics Theory 2007-06-13 v1 Statistics Theory

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

Cite

@article{arxiv.math/0406453,
  title  = {Finite sample properties of multiple imputation estimators},
  author = {Jae Kwang Kim},
  journal= {arXiv preprint arXiv:math/0406453},
  year   = {2007}
}