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Combining rules for F- and Beta-statistics from multiply-imputed data
- Source :
- Econometrics and Statistics. 25:51-65
- Publication Year :
- 2023
- Publisher :
- Elsevier BV, 2023.
-
Abstract
- Missing values in data impede the task of inference for population parameters of interest. Multiple Imputation (MI) is a popular method for handling missing data since it accounts for the uncertainty of missing values. Inference in MI involves combining point and variance estimates from each imputed dataset via Rubin’s rules. A sufficient condition for these rules is that the estimator is approximately (multivariate) normally distributed. However, these traditional combining rules get computationally cumbersome for multicomponent parameters of interest, and unreliable at high rates of missingness (due to an unstable variance matrix). New combining rules for univariate F- and Beta-statistics from multiply-imputed data are proposed for decisions about multicomponent parameters. The proposed combining rules have the advantage of being computationally convenient since they only involve univariate F- and Beta-statistics, while providing the same inferential reliability as the traditional multivariate combining rules. Simulation study is conducted to demonstrate that the proposed method has good statistical properties of maintaining low type I and type II error rates at relatively large proportions of missingness. The general applicability of the proposed method is demonstrated within a lead exposure study to assess the association between lead exposure and neurological motor function.
- Subjects :
- Statistics and Probability
Economics and Econometrics
education.field_of_study
Combining rules
Covariance matrix
Computer science
05 social sciences
Population
Univariate
050401 social sciences methods
Estimator
Inference
Missing data
01 natural sciences
010104 statistics & probability
0504 sociology
Statistics
0101 mathematics
Statistics, Probability and Uncertainty
education
Type I and type II errors
Subjects
Details
- ISSN :
- 24523062
- Volume :
- 25
- Database :
- OpenAIRE
- Journal :
- Econometrics and Statistics
- Accession number :
- edsair.doi...........8d9ec34e973e1e3a29753f76cfa7570f