Skip Navigation

Biometrika 2002 89(2):470-477; doi:10.1093/biomet/89.2.470
© 2002 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Kim, J. K.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A note on approximate Bayesian bootstrap imputation

J.K. Kim1

1 Department of Statistics, Hankuk University of Foreign Studies, Yongin, 449-791, Korea kimj@hufs.ac.kr

The approximate Bayesian bootstrap is suggested by Rubin & Schenker (1986) as a way of generating multiple imputations when the original sample can be regarded as independently and identically distributed and the response mechanism is ignorable. We investigate the finite sample properties of the variance estimator when the approximate Bayesian bootstrap method is used and show that the bias is not negligible for moderate sample sizes.A modification of the method is proposed for reducing the bias of the variance estimator. The proposed method is asymptotically equivalent to the approximate Bayesian bootstrap method but has better finite sample properties.

Key Words: Cell mean model; Multiple imputation; Nonresponse; Variance estimation

Received January 2001. Revised September 2001


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.