Multiple Imputation Using Gaussian Copulas

Florian M. Hollenbach, Iavor Bojinov, Shahryar Minhas, Nils W. Metternich, Michael D. Ward and Alexander Volfovsky

Sociological Methods & Research, 2021, vol. 50, issue 3, 1259-1283

Abstract: Missing observations are pervasive throughout empirical research, especially in the social sciences. Despite multiple approaches to dealing adequately with missing data, many scholars still fail to address this vital issue. In this article, we present a simple-to-use method for generating multiple imputations (MIs) using a Gaussian copula. The Gaussian copula for MI allows scholars to attain estimation results that have good coverage and small bias. The use of copulas to model the dependence among variables will enable researchers to construct valid joint distributions of the data, even without knowledge of the actual underlying marginal distributions. MIs are then generated by drawing observations from the resulting posterior joint distribution and replacing the missing values. Using simulated and observational data from published social science research, we compare imputation via Gaussian copulas with two other widely used imputation methods: multiple imputation via chained equations and Amelia II. Our results suggest that the Gaussian copula approach has a slightly smaller bias, higher coverage rates, and narrower confidence intervals compared to the other methods. This is especially true when the variables with missing data are not normally distributed. These results, combined with theoretical guarantees and ease of use, suggest that the approach examined provides an attractive alternative for applied researchers undertaking MIs.

Keywords: missing data; Bayesian statistics; imputation; categorical data; estimation (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:sae:somere:v:50:y:2021:i:3:p:1259-1283

DOI: 10.1177/0049124118799381

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