4.5 Article

Multiple imputation confidence intervals for the mean of the discrete distributions for incomplete data

Journal

STATISTICS IN MEDICINE
Volume 41, Issue 7, Pages 1172-1190

Publisher

WILEY
DOI: 10.1002/sim.9254

Keywords

binomial distribution; coverage probability; exponential family; missing value; Poisson distribution; Wilson interval

Funding

  1. Ministry of Science and Technology [107-2118-M-009-002-MY2]

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Modified multiple imputation confidence intervals are proposed to enhance the estimation accuracy for the mean of discrete exponential families with quadratic variance functions. Simulation study shows improved coverage probabilities compared to existing intervals, especially near the parameter space boundaries. Real data examples further illustrate the effectiveness of the proposed confidence intervals.
Confidence intervals for the mean of discrete exponential families are widely used in many applications. Since missing data are commonly encountered, the interval estimation for incomplete data is an important problem. The performances of the existing multiple imputation confidence intervals are unsatisfactory. We propose modified multiple imputation confidence intervals to improve the existing confidence intervals for the mean of the discrete exponential families with quadratic variance functions. A simulation study shows that the coverage probabilities of the modified confidence intervals are closer to the nominal level than the existing confidence intervals when the true mean is near the boundaries of the parameter space. These confidence intervals are also illustrated with real data examples.

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