472
Example 31
To obtain a standard error for the combined parameter estimate, go through the
following steps:
ECompute the average within-imputation variance.
ECompute the between-imputation variance.
ECompute the total variance.
The multiple-group standard error is then
A test of the null hypothesis that the regression weight is 0 in the population can be
based on the statistic
which, if the regression weight is 0, has a t distribution with degrees of freedom given
by
A calculator that implements these formulas and also provides multiple-imputation
confidence intervals can be downloaded from
http://www.amosdevelopment.com/bayes/calculator.
Joseph Schafer’s NORM program also performs these calculations. NORM can be
downloaded from http://www.stat.psu.edu/~jls/misoftwa.html#win.
U1
m
----Ut()
t1=
m
∑0.0233==
B1
m1–
-------------Q
ˆt() Q–()
t1=
m
∑
=20.0085=
TU=11
m
----+
⎝⎠
⎛⎞
B+0.0233=11
10
------+
⎝⎠
⎛⎞
0.0085+0.0326=
T0.0326 0.1807==
Q
T
------- 1.172
0.1807
---------------- 6.49==
vm1–()=1U
11
m
----+
⎝⎠
⎛⎞
B
-----------------------+
2
10 1–()=10.0233
11
10
------+
⎝⎠
⎛⎞
0.0085
-------------------------------------+
2
109=