The Estimation of Variance-Covariance and Correlation Matrices from Incomplete Data

Employing simulated data, several methods for estimating correlation and variance-covariance matrices are studied for observations missing at random from data matrices. The effect of sample size, number of variables, percent of missing data and average intercorrelations of variables are examined for...

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Bibliographic Details
Published in:Psychometrika 1970-12, Vol.35 (4), p.417-437
Main Author: Timm, Neil H.
Format: Article
Language:English
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Summary:Employing simulated data, several methods for estimating correlation and variance-covariance matrices are studied for observations missing at random from data matrices. The effect of sample size, number of variables, percent of missing data and average intercorrelations of variables are examined for several proposed methods.
ISSN:0033-3123
1860-0980
DOI:10.1007/BF02291818