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

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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


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

Publication date: 2006-06-01

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