Inference for imputation estimators

Citation
Jm. Robins et Ns. Wang, Inference for imputation estimators, BIOMETRIKA, 87(1), 2000, pp. 113-124
Citations number
27
Categorie Soggetti
Biology,Multidisciplinary,Mathematics
Journal title
BIOMETRIKA
ISSN journal
00063444 → ACNP
Volume
87
Issue
1
Year of publication
2000
Pages
113 - 124
Database
ISI
SICI code
0006-3444(200003)87:1<113:IFIE>2.0.ZU;2-U
Abstract
We derive an estimator of the asymptotic variance of both single and multip le imputation estimators. We assume a parametric imputation model but allow for non- and semiparametric analysis models. Our variance estimator, in co ntrast to the estimator proposed by Rubin (1987), is consistent even when t he imputation and analysis models are misspecified and incompatible with on e another.