Fractional hot deck imputation for robust inference under item nonresponse in survey sampling

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Jae Kwang Kim and Shu YangNote 1

Abstract

Parametric fractional imputation (PFI), proposed by Kim (2011), is a tool for general purpose parameter estimation under missing data. We propose a fractional hot deck imputation (FHDI) which is more robust than PFI or multiple imputation. In the proposed method, the imputed values are chosen from the set of respondents and assigned proper fractional weights. The weights are then adjusted to meet certain calibration conditions, which makes the resulting FHDI estimator efficient. Two simulation studies are presented to compare the proposed method with existing methods.

Key Words: EM algorithm; Kullback-Leibler information; Missing at random (MAR); Multiple imputation.

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