On Estimators of Coefficients of Linear Regression Models Based on Data Augmentation Multiple Imputation
Yang Gui-ju · Tongji yu xinxi luntan · 2014
Data Augmentation(DA)multiple imputation is the most commonly used version of the MCMC multiple imputation.This paper simulates coefficients estimators of linear regression model based on the DA multiple imputation and analyzes their statistical properties when non-response mechanism, non-response rate,and number of imputation are given.Simulation results show,it is usually the better coefficients estimators with the small number of imputation at Non-response completely at random mechanism.At non-response at random mechanism,as the non-response rate becomes larger,it is often the better coefficients estimators with the greater number of imputation.At not non-response at random mechanism,the better coefficients estimators is not always follows greater number of imputation.