| pool_rubin | R Documentation |
Combines per-imputation point estimates and variances of a scalar quantity into a
single pooled estimate with a variance that accounts for both within- and
between-imputation uncertainty (Rubin, 1987). Use it to pool estimands computed on
each bootstrap/imputation replicate of bootstrap_pals() — for example a
regression coefficient from a dyadic model fit on each replicate's PAL distances.
pool_rubin(estimates, variances, df = FALSE, dfcom = Inf)
estimates |
Numeric vector of per-imputation point estimates |
variances |
Numeric vector of per-imputation variances |
df |
Logical; if |
dfcom |
Complete-data degrees of freedom, used only when |
With m imputations,
\bar Q = \tfrac1m \sum_j Q_j,\quad \bar U = \tfrac1m \sum_j U_j,\quad
B = \tfrac{1}{m-1}\sum_j (Q_j-\bar Q)^2,
and total variance T = \bar U + (1 + 1/m) B. The fraction of missing
information is (1 + 1/m)B / T. When df = TRUE, the Barnard-Rubin (1999)
small-sample degrees of freedom are used.
A one-row data.frame with the pooled estimate qbar, within-imputation
variance ubar, between-imputation variance b, total variance t, standard
error se, fraction of missing information fmi, and (if df = TRUE) df and
p.value.
Rubin, D. B. (1987). Multiple Imputation for Nonresponse in Surveys. Wiley.
Barnard, J. and Rubin, D. B. (1999). Small-sample degrees of freedom with multiple imputation. Biometrika, 86(4), 948-955.
bootstrap_pals().
# Five imputations of a coefficient and its variance.
q <- c(1.10, 0.95, 1.20, 1.05, 0.98)
u <- c(0.04, 0.05, 0.045, 0.038, 0.052)
pool_rubin(q, u)
pool_rubin(q, u, df = TRUE, dfcom = 100)
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