Inference for Imputation Estimators

نویسندگان

  • JAMES M. ROBINS
  • NAISYIN WANG
چکیده

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 semipara-metric 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.

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تاریخ انتشار 1999