Question: As explained in Section 20.4.1, the efficiency of the multiple-imputation estimator of a coefficient ej relative to the ML estimator b j is REej

As explained in Section 20.4.1, the efficiency of the multiple-imputation estimator of a coefficient βej relative to the ML estimator b

βj is REðβejÞ ¼ g=ðg þ γjÞ, where g is the number of imputations employed and γj is the rate of missing information for coefficient

βj. The square root of REðe

βjÞ expresses relative efficiency on the coefficient standard-error scale. Compute REðβejÞ and ffiffiffiffiffiffiffiffiffiffiffiffiffiffi REðβejÞ

q for combinations of values of g ¼ 1; 2; 3; 5; 10; 20; and 100, and γj ¼ :05; :1; :2; :5; :9; and :99. What do you conclude about the number of imputations required for efficient inference?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Regression Analysis Questions!