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On the bias of the multiple-imputation variance estimator in survey sampling
Article first published online: 4 APR 2006
DOI: 10.1111/j.1467-9868.2006.00546.x
Issue
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Volume 68, Issue 3, pages 509–521, June 2006
Additional Information
How to Cite
Kim, J. K., Michael Brick, J., Fuller, W. A. and Kalton, G. (2006), On the bias of the multiple-imputation variance estimator in survey sampling. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68: 509–521. doi: 10.1111/j.1467-9868.2006.00546.x
Publication History
- Issue published online: 4 APR 2006
- Article first published online: 4 APR 2006
- [Received September 2003. Final revision November 2005]
- Abstract
- Article
- References
- Cited By
Keywords:
- Missing data;
- Non-response;
- Survey sampling
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.