Friday, September 07, 2012

How to Combine the Results after the Multiply Imputation

How to Combine the Results after the Multiple Imputation
The overall estimate of Q is simply the average of the M estimates from M multiple imputed datasets.
The overall variance of is
Where the average variance of M within-imputed datasets () is and the variance between-imputed dataset is

The overall degree of freedom (df) is
Where the df of imputed datasets is and the df of observed data is


If the df of the complete data (dfcompleted) are large [Notes: for complex sampling design, dfcomplete = # of PSU - # of Strata], the overall degree of freedom is
Then, the confidence intervals can be
The estimated percent rate of missing information for Q is
Notes: Usually M = 5 or 10 is enough, but the M is better to be great than the percent rate of missing information. 

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