Asymptotic Results for Multiple Imputation

Abstract

Imputation and multiple-imputation procedures have been used in practice to handle the problem of ignorable nonresponse in sample surveys. We examine the large-sample properties of these procedures where covariates are available for the case when the complete-data analysis is based on least squares. The results provide a formal justification for the inference procedures discussed by Rubin and Schenker for the location problem and suggest new procedures for the regression problem.