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December 2003 Proper and Improper Multiple Imputation
Soren Feodor Nielsen
Internat. Statist. Rev. 71(3): 593-607 (December 2003).

Abstract

Multiple imputation has become viewed as a general solution to missing data problems in statistics. However, in order to lead to consistent asymptotically normal estimators, correct variance estimators and valid tests, the imputations must be proper. So far it seems that only Bayesian multiple imputation, i.e.\ using a Bayesian predictive distribution to generate the imputations, or approximately Bayesian multiple imputations has been shown to lead to proper imputations in some settings. In this paper, we shall see that Bayesian multiple imputation does not generally lead to proper multiple imputations. Furthermore, it will be argued that for general statistical use, Bayesian multiple imputation is inefficient even when it is proper.

Citation

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Soren Feodor Nielsen. "Proper and Improper Multiple Imputation." Internat. Statist. Rev. 71 (3) 593 - 607, December 2003.

Information

Published: December 2003
First available in Project Euclid: 21 October 2003

zbMATH: 1114.62323

Rights: Copyright © 2003 International Statistical Institute

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Vol.71 • No. 3 • December 2003
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