Are independent parameter draws necessary for multiple imputation?

Journal Article (Journal Article)

In typical implementations of multiple imputation for missing data, analysts create m completed datasets based on approximately independent draws of imputation model parameters.We use theoretical arguments and simulations to show that, provided m is large, the use of independent draws is not necessary. In fact, appropriate use of dependent draws can improve precision relative to the use of independent draws. It also eliminates the sometimes difficult task of obtaining independent draws; for example, in fully Bayesian imputationmodels based on MCMC, analysts can avoid the search for a subsampling interval that ensures approximately independent draws for all parameters. We illustrate the use of dependent draws in multiple imputation with a study of the effect of breast feeding on children's later cognitive abilities. © 2013 American Statistical Association.

Full Text

Duke Authors

Cited Authors

  • Hu, J; Mitra, R; Reiter, J

Published Date

  • December 17, 2013

Published In

Volume / Issue

  • 67 / 3

Start / End Page

  • 143 - 149

Electronic International Standard Serial Number (EISSN)

  • 1537-2731

International Standard Serial Number (ISSN)

  • 0003-1305

Digital Object Identifier (DOI)

  • 10.1080/00031305.2013.821953

Citation Source

  • Scopus