Abstract
We derive an estimator of the asymptotic variance of both single and multiple imputation estimators. We assume a parametric imputation model but allow for non- and semiparametric analysis models. Our variance estimator, in contrast to the estimator proposed by Rubin (1987), is consistent even when the imputation and analysis models are misspecified and incompatible with one another.
Keywords
MathematicsImputation (statistics)InferenceEstimatorStatisticsEconometricsMissing dataArtificial intelligenceComputer science
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Publication Info
- Year
- 2000
- Type
- article
- Volume
- 87
- Issue
- 1
- Pages
- 113-124
- Citations
- 274
- Access
- Closed
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Cite This
James M. Robins,
Naisyin Wang
(2000).
Inference for imputation estimators.
Biometrika
, 87
(1)
, 113-124.
https://doi.org/10.1093/biomet/87.1.113
Identifiers
- DOI
- 10.1093/biomet/87.1.113