Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors
Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors
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.
nonresponse, sample survey, finite population, domain
149-167
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Rao, J.N.K.
454eb7c8-c6e0-4f97-bd2f-d9e986075fb6
2002
Skinner, C.J.
48081d82-c596-436e-8846-c9d0a1bf158d
Rao, J.N.K.
454eb7c8-c6e0-4f97-bd2f-d9e986075fb6
Skinner, C.J. and Rao, J.N.K.
(2002)
Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors.
Journal of Statistical Planning and Inference, 102 (1), .
(doi: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.
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Published date: 2002
Keywords:
nonresponse, sample survey, finite population, domain
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Local EPrints ID: 34684
URI: http://eprints.soton.ac.uk/id/eprint/34684
ISSN: 0378-3758
PURE UUID: 4a511b12-7b9d-49c9-8999-9d9684375eb9
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Date deposited: 17 May 2006
Last modified: 15 Mar 2024 07:48
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Author:
C.J. Skinner
Author:
J.N.K. Rao
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