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Multiple-imputation confidence interval (Q​±tν,1−α/2​T​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Missing data Multiple imputation Rubin's rules
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Use the pooled estimate and total variance from Rubin's rules. A basic large-complete-sample scalar interval is Q​±tν,1−α/2​T​, with ν=(M−1)[1+U/((1+M−1)B)]2 for B>0. Small complete-data samples need an appropriate degrees-of-freedom adjustment; the normal limit applies as the available degrees of freedom become large.

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  1. Rubin's rules
  2. Multiple imputation
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  4. Probability and statistics
  5. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 35 / 1 / d / Solution

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