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?
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