Large-Sample Significance Levels from Multiply Imputed Data Using Moment-Based Statistics and an $F$ Reference Distribution

Archived Abstract of Former PSC Researcher

Li, K.H., Trivellore Raghunathan, and Donald B. Rubin. 1991. "Large-Sample Significance Levels from Multiply Imputed Data Using Moment-Based Statistics and an $F$ Reference Distribution." Journal of the American Statistical Association, 86(416): 1065-1073.

We present a procedure for computing significance levels from data sets whose missing values have been multiply imputed data. This procedure uses moment-based statistics, $m \geq 3$ repeated imputations, and an $F$ reference distribution. When $m = \infty$, we show first that our procedure is essentially the same as the ideal procedure in cases of practical importance and, second, that its deviations from the ideal are basically a function of the coefficient of variation of the canonical ratios of complete to observed information. For small $m$ our procedure's performance is largely governed by this coefficient of variation and the mean of these ratios. Using simulation techniques with small $m$, we compare our procedure's actual and nominal large-sample significance levels and conclude that it is essentially calibrated and thus represents a definite improvement over previously available procedures. Furthermore, we compare the large-sample power of the procedure as a function of $m$ and other factors, such as the dimensionality of the estimand and fraction of missing information, to provide guidance on the choice of the number of imputations; generally, we find the loss of power due to small $m$ to be quite modest in cases likely to occur in practice.

Imputation Missing data Nonresponse Tests of significance

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