Finite sample properties of multiple imputation estimators. (English) Zbl 1048.62012

Summary: 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.


62D05 Sampling theory, sample surveys
62J05 Linear regression; mixed models
62J99 Linear inference, regression
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