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

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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

Document Type: Research Article

DOI: http://dx.doi.org/10.1111/j.1467-9868.2006.00546.x

Affiliations: 1: Yonsei University, Seoul, Korea 2: Westat, Rockville, USA 3: Iowa State University, Ames, USA

Publication date: June 1, 2006

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