Evaluation of Multi-parameter Test Statistics for Multiple Imputation.
In Ordinary Least Square regression, researchers often are interested in knowing whether a set of parameters is different from zero. With complete data, this could be achieved using the gain in prediction test, hierarchical multiple regression, or an omnibus F test. However, in substantive research scenarios, missing data often exist. In the context of multiple imputation, one of the current state-of-art missing data strategies, there are several different analogous multi-parameter tests of the joint significance of a set of parameters, and these multi-parameter test statistics can be referenced to various distributions to make statistical inferences. However, little is known about the performance of these tests, and virtually no research study has compared the Type 1 error rates and statistical power of these tests in scenarios that are typical of behavioral science data (e.g., small to moderate samples, etc.). This paper uses Monte Carlo simulation techniques to examine the performance of these multi-parameter test statistics for multiple imputation under a variety of realistic conditions. We provide a number of practical recommendations for substantive researchers based on the simulation results, and illustrate the calculation of these test statistics with an empirical example.
a Department of Psychological, Health, and Learning Sciences , University of Houston.
Yu
Y
Liu
b Department of Psychology , University of California , Los Angeles.
Craig K
CK
Enders
D000076363:Academic Success; D000293:Adolescent; D035841:Behavioral Research / Q000379:methods; D002653:Child Behavior Disorders / Q000175:diagnosis; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D005163:Factor Analysis, Statistical; D006801:Humans; D016013:Likelihood Functions; D009010:Monte Carlo Method; D055361:Multilevel Analysis; D015999:Multivariate Analysis; D011932:Reading; D012044:Regression Analysis; D012306:Risk; D012984:Software
Missing data; multi-parameter test; multiple imputation