A note on multiple imputation for method of moments estimation

Date
2016-02-01
Authors
Yang, Shu
Kim, Jae Kwang
Kim, Jae Kwang
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Altmetrics
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Statistics
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Statistics
Abstract

Multiple imputation is widely used for estimation in situations where there are missing data. Rubin (1987) provided an easily applicable formula for multiple imputation variance estimation, but its validity requires the congeniality condition of Meng (1994), which may not be satisfied for method of moments estimation. We give the asymptotic bias of Rubin's variance estimator when method of moments estimation is used in the complete-sample analysis for each imputed dataset. A new variance estimator based on over-imputation is proposed to provide asymptotically valid inference in this case.

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This is a pre-copyedited, author-produced PDF of an article accepted for publication in Biometrika following peer review. The version of record (S. Yang, J. K. Kim; A note on multiple imputation for method of moments estimation. Biometrika 2016; 103 (1): 244-251) is available online at doi:10.1093/biomet/asv073. Posted with permission.

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