(d) Assume r and N/r are large, and show that interval estimates of Y based on U...

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(d) Assume r and N/r are large, and show that interval estimates of Y based on U∗ as the estimated variance of y∗ are too short by a factor

(1 + nr−1 −rn−1)1/2. Note that there are two reasons: n>r and y∗ is 104 5 Accounting for Uncertainty fromMissing Data not as efficient as yR. Tabulate true coverages and true significance levels as functions of r/n and nominal level.

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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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Question Posted: Nov 02, 2024 06:01 AM

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(d) Assume r and N/r are large, and show that interval estimates of Y based on U...

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Statistical Analysis With Missing Data

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