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Iterative Procedures for Missing Values in Experiments
D. A. Preece
Vol. 13, No. 4 (Nov., 1971), pp. 743-753
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1266951
Page Count: 11
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Healy and Westmacott (1956) gave an iterative missing value procedure in which a simple correction is subtracted from each estimated missing value at each iteration. Experience has however shown that it is advantageous to replace the simple correction by a multiple m of it, m > 1. The multiplier m = n/E, where n is the number of units and E the number of error degrees of freedom in the absence of missing values, gives an exact solution in one step for most factorial analyses with one missing value; for other analyses, also, convergence is faster with m = n/E than with m = 1. The algebra of the general iterative procedure is given. Criteria for convergence are discussed.
Technometrics © 1971 American Statistical Association