Jae Kwang Kim
Published 2004-06-23Version 1
Finite sample properties of multiple imputation estimators under the linear regression model are studied. The exact bias of the multiple imputation variance estimator is presented. A method of reducing the bias is presented and simulation is used to make comparisons. We also show that the suggested method can be used for a general class of linear estimators.
Journal: Annals of Statistics 2004, Vol. 32, No. 2, 766-783
On the finite Sample Properties of Regularized M-estimators
Optimal Designs for Regression on Lie Groups
Leave-one-out prediction intervals in linear regression models with many variables
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