期刊
STATISTICAL METHODS IN MEDICAL RESEARCH
卷 29, 期 12, 页码 3533-3546出版社
SAGE PUBLICATIONS LTD
DOI: 10.1177/0962280220932189
关键词
Multiple imputation; bootstrap; congeniality
类别
资金
- Medical Research Council Integrative Epidemiology Unit at the University of Bristol [MC_UU_00011/3]
- Sir Henry Dale Fellowship - Wellcome Trust [215408/Z/19/Z]
- Sir Henry Dale Fellowship - Royal Society [215408/Z/19/Z]
- MRC [MC_UU_00011/3] Funding Source: UKRI
- Wellcome Trust [215408/Z/19/Z] Funding Source: Wellcome Trust
Multiple imputation has become one of the most popular approaches for handling missing data in statistical analyses. Part of this success is due to Rubin's simple combination rules. These give frequentist valid inferences when the imputation and analysis procedures are so-called congenial and the embedding model is correctly specified, but otherwise may not. Roughly speaking, congeniality corresponds to whether the imputation and analysis models make different assumptions about the data. In practice, imputation models and analysis procedures are often not congenial, such that tests may not have the correct size, and confidence interval coverage deviates from the advertised level. We examine a number of recent proposals which combine bootstrapping with multiple imputation and determine which are valid under uncongeniality and model misspecification. Imputation followed by bootstrapping generally does not result in valid variance estimates under uncongeniality or misspecification, whereas certain bootstrap followed by imputation methods do. We recommend a particular computationally efficient variant of bootstrapping followed by imputation.
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