Finite sample properties of multiple imputation estimators
Open Access
- 1 April 2004
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 32 (2) , 766-783
- https://doi.org/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
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