(b) Show that (13.7) is asymptotically equal to Var(????jk ????jk) ????jk(1 ????jk) r [...
Question:
(b) Show that (13.7) is asymptotically equal to Var(????jk − ̂????jk) ≈
̂????jk(1 − ̂????jk)
r
[
1 −
̂????k⋅j − ̂????jk 1 − ̂????jk n − r n
]
.
Hence, state the proportionate reduction in asymptotic sampling variance of ̂????jk over the complete-case estimate, and describe situations when it is large and small. (The analogous situation for normal data is discussed in Section 7.2.1.)
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Related Book For
Statistical Analysis With Missing Data
ISBN: 9780470526798
3rd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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