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Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling

Author

Listed:
  • Martin Klein

    (U.S. Food and Drug Administration (FDA), CDER/OTS/OB/DBVIII)

  • Ricardo Moura

    (Portuguese Navy Research Center (CINAV)
    Center for Mathematics and Aplications (CMA/FCT/UNL))

  • Bimal Sinha

    (University of Maryland, Baltimore County
    U.S. Census Bureau)

Abstract

In this paper we consider singly imputed synthetic data generated via plug-in sampling under the multivariate normal model. Based on the observed synthetic dataset, we derive a statistical test for the generalized variance, the sphericity test, a test for independence between two subsets of variables, and a test for the regression of one set of variables on the other. The procedures are based on finite sample theory.

Suggested Citation

  • Martin Klein & Ricardo Moura & Bimal Sinha, 2021. "Multivariate Normal Inference based on Singly Imputed Synthetic Data under Plug-in Sampling," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(1), pages 273-287, May.
    • Handle: RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-019-00215-9
    DOI: 10.1007/s13571-019-00215-9
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    References listed on IDEAS

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    1. Satkartar K. Kinney & Jerome P. Reiter & Arnold P. Reznek & Javier Miranda & Ron S. Jarmin & John M. Abowd, 2011. "Towards Unrestricted Public Use Business Microdata: The Synthetic Longitudinal Business Database," International Statistical Review, International Statistical Institute, vol. 79(3), pages 362-384, December.
    2. Klein, Martin & Sinha, Bimal, 2015. "Likelihood-based inference for singly and multiply imputed synthetic data under a normal model," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 168-175.
    3. Jerome P. Reiter, 2005. "Releasing multiply imputed, synthetic public use microdata: an illustration and empirical study," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 185-205, January.
    Full references (including those not matched with items on IDEAS)

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