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On the bias of the multiple-imputation variance estimator in survey sampling. (English) Zbl 1110.62008

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.

MSC:

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