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基于EMB多重插补法的线性模型系数估计量的模拟研究
引用本文:杨贵军,孙玲莉,孟杰.基于EMB多重插补法的线性模型系数估计量的模拟研究[J].数量经济技术经济研究,2016(10):128-141.
作者姓名:杨贵军  孙玲莉  孟杰
作者单位:天津财经大学中国经济统计研究中心,天津财经大学中国经济统计研究中心,天津财经大学中国经济统计研究中心
基金项目:本文获得国家社科基金重大项目“国家统计数据质量管理研究”(09&ZD040)、国家自然科学基金项目“劣者淘汰两阶段自适应临床试验的设计和分析”(11471239)、天津财经大学研究生科研资助计划项目(2015TCS034、2014TCB02)的资助。
摘    要:基于EMB多重插补法的线性模型系数估计量,分析其统计性质,并与PMM多重插补法以及DA插补法进行比较。模拟结果显示,随着无回答率增加,系数估计量的偏差绝对值、均方误差呈递增趋势,估计方差的递增趋势相对更显著。在完全随机无回答机制或随机无回答机制下,建议插补重数为15。在依赖被解释变量的非随机无回答机制下,建议插补重数可适当增大。在依赖其他变量的非随机无回答机制下,估计量的均方误差和估计方差的差异大,使用EMB多重插补法要谨慎。

关 键 词:EMB  多重插补法  无回答机制  无回答率

On Estimators of Coefficients of Linear Model Based on EMB Multiple Imputation
Yang Guijun,Sun Lingli and Meng Jie.On Estimators of Coefficients of Linear Model Based on EMB Multiple Imputation[J].The Journal of Quantitative & Technical Economics,2016(10):128-141.
Authors:Yang Guijun  Sun Lingli and Meng Jie
Institution:China Center of Economic and Statistics Research, Tianjin University of Finance and Economics,China Center of Economic and Statistics Research, Tianjin University of Finance and Economics and China Center of Economic and Statistics Research, Tianjin University of Finance and Economics
Abstract:This paper simulates coefficients estimators of linear model based on the EMB multiple imputation, analyzes their statistical properties and compares with the ones base on PMM multiple imputation and DA multiple imputation, separately.The simulation shows that the absolute values of the bias and mean squared error of the coefficients estimators increase as the multiplicity of imputation increases, the estimated variance significantly increases also.The multiplicity of imputation is suggested as around 15 under completely random non-response mechanism or under random non-response mechanism such that the estimators are good statistically.Under non-response at not random mechanism depended on explained variable, it''s appropriate for the greater number of imputation.To be careful to use the EMB multiple imputation under non-response at non random mechanism depended on other variable, as the difference between mean squared error and estimated variance of the coefficients estimators is very large.
Keywords:EMB  Imputation Multiplicity  Non-response Mechanism  Non-response Rate
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