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

Jae Kwang Kim, J. Michael Brick, Wayne A. Fuller and Graham Kalton

Journal of the Royal Statistical Society Series B, 2006, vol. 68, issue 3, 509-521

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.

Date: 2006
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Citations: View citations in EconPapers (19)

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