Martin, Eisele and Zhu, Junyi (2013): Multiple imputation in a complex household survey  the German Panel on Household Finances (PHF): challenges and solutions.

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Abstract
In this paper, we present a case study of the imputation in a complex household survey  the first wave of the German Panel on Household Finances (PHF). A household wealth survey has to be built on a questionnaire with rather complex logical structure mainly because the probes of many wealth items have to be proceeded on both intensive and extensive margins. Hence the number of potential predictors for each imputation model grows and more noncompliance can confront standard modelling due to, e.g., irregular missing patterns, interdependent logical constraints, data anomalies etc. Our model selection procedure borrows the techniques for the outofsample prediction to handle the overfitting often associated with the introduction of a large number of predictors. We also take the measures to produce ex ante evaluation for modelling which can be more efficient than the common diagnosis done after imputation in practice. Solutions for the difficulties in the real data and questionnaire structures are also presented. On the other hand, we incorporate the rich flagging information in developing various measures of itemnonresponse to access this complication from logical structure. We find that information loss due to the contagion of itemnonresponse between variables is not serious in our imputed data.
Item Type:  MPRA Paper 

Original Title:  Multiple imputation in a complex household survey  the German Panel on Household Finances (PHF): challenges and solutions 
Language:  English 
Keywords:  Multiple imputation, Model selection, Panel on household finance, itemnonresponse evaluation 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General ?? C42 ?? C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C52  Model Evaluation, Validation, and Selection 
Item ID:  57666 
Depositing User:  Junyi Zhu 
Date Deposited:  31 Jul 2014 13:52 
Last Modified:  27 Sep 2019 11:15 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/57666 