Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data
Publication
, Journal Article
Marchenko, YV; Reiter, JP
Published in: Stata Journal
January 1, 2009
We propose improvements to existing degrees of freedom used for significance testing of multivariate hypotheses in small samples when missing data are handled using multiple imputation. The improvements are for 1) tests based on unrestricted fractions of missing information and 2) tests based on equal fractions of missing information with M(p -1) ≤ 4, where M is the number of imputations and p is the number of tested parameters. Using the mi command available as of Stata 11, we demonstrate via simulation that using these adjustments can result in a more sensible degrees of freedom (and hence closer-to-nominal rejection rates) than existing degrees of freedom. © 2009 StataCorp LP.
Duke Scholars
Published In
Stata Journal
DOI
ISSN
1536-867X
Publication Date
January 1, 2009
Volume
9
Issue
3
Start / End Page
388 / 397
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Marchenko, Y. V., & Reiter, J. P. (2009). Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data. Stata Journal, 9(3), 388–397. https://doi.org/10.1177/1536867x0900900303
Marchenko, Y. V., and J. P. Reiter. “Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data.” Stata Journal 9, no. 3 (January 1, 2009): 388–97. https://doi.org/10.1177/1536867x0900900303.
Marchenko YV, Reiter JP. Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data. Stata Journal. 2009 Jan 1;9(3):388–97.
Marchenko, Y. V., and J. P. Reiter. “Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data.” Stata Journal, vol. 9, no. 3, Jan. 2009, pp. 388–97. Scopus, doi:10.1177/1536867x0900900303.
Marchenko YV, Reiter JP. Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data. Stata Journal. 2009 Jan 1;9(3):388–397.
Published In
Stata Journal
DOI
ISSN
1536-867X
Publication Date
January 1, 2009
Volume
9
Issue
3
Start / End Page
388 / 397
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics