Inference for imputation estimators. (English) Zbl 0974.62016
Summary: 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 D.B. Rubin [Multiple imputation for nonresponse in surveys. (1987)], is consistent even when the imputation and analysis models are misspecified and incompatible with one another.
MSC:
62F10 | Point estimation |
62F12 | Asymptotic properties of parametric estimators |
65C60 | Computational problems in statistics (MSC2010) |
62H12 | Estimation in multivariate analysis |