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Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors

Skinner, Chris J. (2002) Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Journal of Statistical Planning and Inference, 102 (1). pp. 149-167. ISSN 0378-3758

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Identification Number: 10.1016/S0378-3758(01)00185-9

Abstract

We consider a survey setting where missing values in a bivariate dataset are imputed by a hot-deck procedure which imputes all missing values for a given unit from a common donor with complete responses. It is shown that such an imputation procedure may lead to bias in standard estimators and a bias-adjusted estimator is derived. The variances of both the standard estimators and the bias-adjusted estimator are evaluated and jackknife variance estimators for each are constructed. We demonstrate the asymptotic unbiasedness of these variance estimators and illustrate their behaviour in a small simulation study.

Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2002 Elsevier
Divisions: Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 28 Oct 2011 15:42
Last Modified: 11 Dec 2024 22:32
URI: http://eprints.lse.ac.uk/id/eprint/39125

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