11.1 Show that the available-case estimates of the means and variances of an incomplete multivariate sample, discussed...
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11.1 Show that the available-case estimates of the means and variances of an incomplete multivariate sample, discussed in Section 3.4, are ML when the data are specified as multivariate normal with unrestricted means and variances, and zero correlations, with ignorable nonresponse.
(This result implies that the available-cases method works reasonably well when the correlations are low.)
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Statistical Analysis With Missing Data
ISBN: 9780470526798
3rd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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