On the jackknife variance estimation with imputed data sets.
Published: 2005
Language: eng
Number of pages: 182
Description: A popular and standard method of handling nonresponse in a large dataset is to impute (i.e. fill in) a plausible value for each missing datum and then analyze the resulting data as if the they were complete. Imputation is attractive because it facilitates standard complete data method of analysis. However, a major drawback of such single imputation followed by a standard analysis is that the missing values are treated as if they were true and thus the variability due to imputing the values is ignored. Therefore the resulting inferences may be seriously misleading.In this study, we consider the estimation of parameters based on single imputation and develop jackknife method as a nonparametric device to assess the accuracy of these estimators and draw inference. The missing data situations considered here are when the scalar outcome variable Y follows a linear model involving the covariate X with ignorable nonresponse on Y and in multivariate framework with general missing pattern where missingness may occur on any variable. Random and nonrandom regression imputation models are assumed to recover missing values and jackknife estimates of variance associated to these estimates which takes imputation into account are proposed. Statistical properties of these estimates are studied. Simulation studies are carried out to compare the performance of the proposed methods with other existing methods such as multiple imputation, bootstrap and the method of adjusted empirical likelihood. Our simulations indicate that the inferences based on the jackknife methods with a singly imputed datasets perform competitively well and are comparable with the existing methods while computationally much simpler and less extensive to carry out and do not require the derivation of variance formula or the correcting terms for each particular problem.
Notes: Advisor: Muni S. Srivastava

Thesis (Ph.D.)--University of Toronto, 2005.

Electronic version licensed for access by U. of T. users.

Source: Dissertation Abstracts International, Volume: 66-06, Section: B, page: 3210.