Advanced Search
MyIDEAS: Login

Multiple Imputations for LInear Regression Models

Contents:

Author Info

  • Brownstone, David
Registered author(s):

    Abstract

    Rubin (1987) has proposed multiple imputations as a general method for estimation in the presence of missing data. Rubin’s results only strictly apply to Bayesian models, but Schenker and Welsh (1988) directly prove the consistency  multiple imputations inference~ when there are missing values of the dependent variable in linear regression models. This paper extends and modifies Schenker and Welsh’s theorems to give conditions where multiple imputations yield consistent inferences for both ignorable and nonignorable missing data in exogenous variables. One key condition is that the imputed values must have the same conditional first and second moments as the true values. Monte Carlo studies show that the multiple imputation covariance estimates are accurate for realistic sample sizes. They also support the applications of multiple imputations in Brownstone and VaUetta (1991), where the multiple imputations estimates substantially changed the qualitative conclusions implied by the model.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.escholarship.org/uc/item/6rv6n3sd.pdf;origin=repeccitec
    Download Restriction: no

    Bibliographic Info

    Paper provided by University of California Transportation Center in its series University of California Transportation Center, Working Papers with number qt6rv6n3sd.

    as in new window
    Length:
    Date of creation: 01 Nov 1991
    Date of revision:
    Handle: RePEc:cdl:uctcwp:qt6rv6n3sd

    Contact details of provider:
    Postal: 109 McLaughlin Hall, Mail Code 1720, Berkeley, CA 94720-1720
    Phone: 510-642-3585
    Fax: 510-643-3955
    Email:
    Web page: http://www.escholarship.org/repec/uctc/
    More information through EDIRC

    Related research

    Keywords: Architecture;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Brownstone, David & Valletta, Robert G, 1996. "Modeling Earnings Measurement Error: A Multiple Imputation Approach," University of California Transportation Center, Working Papers qt3gb0k9b5, University of California Transportation Center.
    2. Brownstone, David, 1997. "Multiple Imputation Methodology for Missing Data, Non-Random Response, and Panel Attrition," University of California Transportation Center, Working Papers qt2zd6w6hh, University of California Transportation Center.
    3. Brownstone, David & Velletta, Robert G., 1996. "Modeling Earnings Measurement Error: A Multiple Imputation Approach," University of California Transportation Center, Working Papers qt2t08s22q, University of California Transportation Center.
    4. Kaestner, Robert & Joyce, Theodore & Wehbeh, Hassan, 1996. "The Effect of Maternal Drug Use on Birth Weight: Measurement Error in Binary Variables," Economic Inquiry, Western Economic Association International, vol. 34(4), pages 617-29, October.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:cdl:uctcwp:qt6rv6n3sd. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Lisa Schiff).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.