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Standardized Regression Coefficients and Newly Proposed Estimators for $${R}^{{2}}$$R2 in Multiply Imputed Data

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  • Joost R. Ginkel

    (Leiden University)

Abstract

Whenever statistical analyses are applied to multiply imputed datasets, specific formulas are needed to combine the results into one overall analysis, also called combination rules. In the context of regression analysis, combination rules for the unstandardized regression coefficients, the t-tests of the regression coefficients, and the F-tests for testing $$R^{2}$$R2 for significance have long been established. However, there is still no general agreement on how to combine the point estimators of $$R^{2}$$R2 in multiple regression applied to multiply imputed datasets. Additionally, no combination rules for standardized regression coefficients and their confidence intervals seem to have been developed at all. In the current article, two sets of combination rules for the standardized regression coefficients and their confidence intervals are proposed, and their statistical properties are discussed. Additionally, two improved point estimators of $$R^{2}$$R2 in multiply imputed data are proposed, which in their computation use the pooled standardized regression coefficients. Simulations show that the proposed pooled standardized coefficients produce only small bias and that their 95% confidence intervals produce coverage close to the theoretical 95%. Furthermore, the simulations show that the newly proposed pooled estimates for $$R^{2}$$R2 are less biased than two earlier proposed pooled estimates.

Suggested Citation

  • Joost R. Ginkel, 2020. "Standardized Regression Coefficients and Newly Proposed Estimators for $${R}^{{2}}$$R2 in Multiply Imputed Data," Psychometrika, Springer;The Psychometric Society, vol. 85(1), pages 185-205, March.
  • Handle: RePEc:spr:psycho:v:85:y:2020:i:1:d:10.1007_s11336-020-09696-4
    DOI: 10.1007/s11336-020-09696-4
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    References listed on IDEAS

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    1. van Buuren, Stef & Groothuis-Oudshoorn, Karin, 2011. "mice: Multivariate Imputation by Chained Equations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 45(i03).
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    3. Rubin, Donald B, 1986. "Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 87-94, January.
    4. Ke-Hai Yuan & Wai Chan, 2011. "Biases and Standard Errors of Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 76(4), pages 670-690, October.
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