IDA/Statistics
Annica Isaksson
September 9, 2008
732A28: Exercise on multiple
imputation
Consider a fictitious survey of subscribers to a daily newspaper. A simple random sample of size n=20
was selected from the register of all subscribers (of size 5,000). Efforts were made to contact and
interview each selected individual by telephone. One of the questions asked was about monthly
wage. The observational data are presented in the table below. Note that data are missing for six
individuals. In this exercise, we try using multiple imputation to handle the nonresponse.
Subscriber no
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Monthly wage (SEK)
18400
17600
20100
23400
14100
26700
25900
13600
22300
35900
20000
19400
14100
23800
Use Rubin, D. B. (1986), Basic ideas of multiple
imputation for nonresponse, Survey Methodology,
vol 12, no 1, pp 37-47, to solve the following
exercises.
1. Complete the sample data set of subscribers by
imputing values for monthly wage where they
are missing. Use the Approximate Bayesian
Bootstrap (ABB) method, as described in Rubin
section 3.2, for imputation.
2. Repeat exercise 1 until you have 5 complete
data sets.
3. Use repeated imputation inference, as described
in Rubin section 3.3, and your 5 complete data
sets, to calculate a point estimate of the average
monthly wage for all subscribers of the
newspaper. Also estimate the variance of your
estimator.