Very interesting! Thank you Paul, for sharing this. Kind regards, Adriaan Hoogendoorn ________________________________ Van: Impute -- Imputations in Data Analysis [[email protected]] namens Alan Donelson [[email protected]] Verzonden: maandag 12 september 2016 19:27 Aan: [email protected] Onderwerp: Re: Small sample bias in multiple imputation and maximum likelihood
Very generous of you! Thank you! Alan Donelson www.alandonelson.com<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.alandonelson.com&d=CwMFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ZltFxGbQ24UPghIG2GnBHVBQE9ekQ_E6mWU5AfWnwLM&s=_mrDu42iAov9h3sfviPWHTaq3ksjbwD8apZCBuE6jh8&e=> Nevada City, CA 95959 ----- Original Message ----- From: Paul von Hippel <[email protected]> To: [email protected] Sent: Mon, 12 Sep 2016 13:12:21 -0400 (EDT) Subject: Small sample bias in multiple imputation and maximum likelihood A few years ago on this list, Adriaan Hoogendoorn shared the results of a simulation showing that multiple imputation could be biased in small samples<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.mail-2Darchive.com_impute-40listserv.it.northwestern.edu_msg00467.html&d=CwMFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=8hTrgclP6vEYux_BkpmJcK_CGuNLlZLAbr_8HEkT5Y4&s=h44UFzswQAHPcs2YnfdWkroZwUMAqAnonZ-HhfNGwvM&e=>. An animated discussion followed. I wanted to make sure that Adriaan and others saw my recent article explaining the reason for the bias. It turns out that the situation simulated by Adriaan -- both his choice of prior and the pattern of missing data -- was just about perfect for illustrating the bias. The bias is maximal in this situation. The article discusses how to reduce the bias by changing the prior, and shows that the bias is smaller when other estimators -- such as full information maximum likelihood -- are chosen. The published and paywalled article is here<https://urldefense.proofpoint.com/v2/url?u=http-3A__www.tandfonline.com_doi_abs_10.1080_10705511.2015.1047931&d=CwMFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=8hTrgclP6vEYux_BkpmJcK_CGuNLlZLAbr_8HEkT5Y4&s=EqhuNTBRFwEj4EMjtHOhEif9bsiHX6bQ3IdRivHpnGw&e=>; and there's a free version here<https://urldefense.proofpoint.com/v2/url?u=https-3A__arxiv.org_ftp_arxiv_papers_1307_1307.5875.pdf&d=CwMFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=8hTrgclP6vEYux_BkpmJcK_CGuNLlZLAbr_8HEkT5Y4&s=65xY-3N4vHNphktasM3Jvc7_f5ryqCaMYa_sNi3kHfQ&e=>. Best wishes, Paul von Hippel ________________________________ Dit e-mailbericht is uitsluitend bestemd voor de geadresseerde. Als dit bericht niet voor u bestemd is, wordt u verzocht dit aan de afzender te melden en het bericht te vernietigen. Het is niet toegestaan de inhoud van dit bericht verder te verspreiden of te gebruiken. Voor meer informatie over GGZ inGeest: www.ggzingeest.nl. Denk aan het milieu voordat u deze e-mail print.
