Inference for imputation estimators

被引：192

作者：

Robins, JM

Wang, NS

机构：

[1] Harvard Univ, Sch Publ Hlth, Dept Epidemiol & Biostat, Boston, MA 02115 USA

[2] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

来源：

BIOMETRIKA | 2000年 / 87卷 / 01期

关键词：

asymptotic variance; influence function; missing data;

D O I：

10.1093/biomet/87.1.113

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

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.

引用

收藏

页码：113 / 124

页数：12

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