Hi, Paul.
I'm still not entirely clear. By:
the true standard errors of the listwise deleted point estimates?
Do you mean the (unobservable) SE of a statistic *for the cases that were
deleted* listwise?
Again, I don't think you can apply "consistency" to an SE, because SE is a
characteristic of the sample and dependent on N. There is no corresponding
population parameter.
But if you want the SE of the complete-case mean (or other statistic) to be
the best estimate of the hypothetical SE of the statistic for the omitted
cases ("unbiased," not "consistent") then I think my two conditions are
still the answer.
If you want a consistent estimator of the *SD* of a variable in the omitted
cases, which *is* an estimate of a population value, that would be a
different scenario. I think MCAR would be the answer to the basic question.
If you're also interested in *precision *of your estimate of the SD from
omitted cases, you'd want to consider the SE of the *variance *estimate,
which scales inversely with the square root of N (probably the N of the
smaller of the retained and discarded subsamples).
Pat
"
On Mon, May 8, 2023 at 3:43 PM Paul Von hippel <[email protected]>
wrote:
> Sorry, as Patrick pointed out my question wasn't clear. Let me rephrase it:
>
> What is known about the properties of standard error estimates obtained
> using listwise deletion. When are they consistent estimates of the true
> standard errors of the listwise deleted point estimates?
>
>
> On Mon, May 8, 2023 at 2:15 PM Paul Von hippel <[email protected]>
> wrote:
>
>> Hi, all. What is known about the properties of standard error estimates
>> obtained using listwise deletion. When are they consistent estimates of the
>> listwise deleted point estimates?
>>
>> --
>>
>>
>> Thanks!
>> Paul von Hippel
>> Professor, Associate Dean for Research
>> LBJ School of Public Affairs
>> University of Texas, Austin
>>
>>
>>
--
He/him/his
