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Biometrika 1992 79(4):811-822; doi:10.1093/biomet/79.4.811
© 1992 by Biometrika Trust
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Jackknife variance estimation with survey data under hot deck imputation

J. N. K. RAO1 and J. SHAO

1Department of Mathematics and Statistics, Carleton University, Ottawa K1S 5B6, Canada
2Department of Mathematics, University of Ottawa, Ottawa K1N 6N5, Canada

Hot deck imputation is commonly employed for item nonresponse in sample surveys. It is also a common practice to treat the imputed values as if they are true values, and then compute the variance estimates using standard formulae. This procedure, however, could lead to serious underestimation of the true variance, when the proportion of missing values for an item is appreciable. We propose a jackknife variance estimator for stratified multistage surveys which is obtained by first adjusting the imputed values for each pseudo-replicate and then applying the standard jackknife formula. The proposed jack-knife variance estimator is shown to be consistent as the sample size increases, assuming equal response probabilities within imputation classes and using a particular hot deck imputation.

Key Words: Imputation classes • Item nonresponse • Stratified multistage survey • Uniform response mechanism


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