(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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Statistical Analysis With Missing Data

ISBN: 9780470526798

3rd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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