Random Group Variance Estimators for Survey Data with Imputation

• Activity Number: 611
• Type: Topic Contributed
• Date/Time: Thursday, August 5, 2010 : 8:30 AM to 10:20 AM
• Sponsor: Social Statistics Section
• Author(s): Qi Tang*+ and Jun Shao
• Companies: University of Wisconsin-Madison and University of Wisconsin-Madison
• Keywords: Hot deck imputation ; nonresponse ; variance estimation ; random group ; re-imputation ; shortcut

Abstract

Random hot deck imputation is often applied to survey data with nonresponse. One of the popular methods for variance estimation without nonresponse is the random group method, which has to be adjusted when it is applied to imputed data. One kind of adjustment is re-imputing nonresponses in each random group. We show that the random group method with re-imputation produces asymptotically unbiased and consistent variance estimators for both linear and non-linear estimators under random hot deck imputation and nearest neighbor imputation. We also show how to apply a shortcut random group method, which reduces the computational complexity due to re-imputation, and establish the asymptotic unbiasedness and consistency of the resulting variance estimators.