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A toolkit in SAS for the evaluation of multiple imputation methods

Jaap P.L. Brand, Stef van Buuren, Karin Groothuis‐Oudshoorn and Edzard S. Gelsema

Statistica Neerlandica, 2003, vol. 57, issue 1, 36-45

Abstract: This paper outlines a strategy to validate multiple imputation methods. Rubin's criteria for proper multiple imputation are the point of departure. We describe a simulation method that yields insight into various aspects of bias and efficiency of the imputation process. We propose a new method for creating incomplete data under a general Missing At Random (MAR) mechanism. Software implementing the validation strategy is available as a SAS/IML module. The method is applied to investigate the behavior of polytomous regression imputation for categorical data.

Date: 2003
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Citations: View citations in EconPapers (2)

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https://doi.org/10.1111/1467-9574.00219

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