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- Title
How Many Imputations are Really Needed? Some Practical Clarifications of Multiple Imputation Theory.
- Authors
John Graham; Allison Olchowski; Tamika Gilreath
- Abstract
Abstract  Multiple imputation (MI) and full information maximum likelihood (FIML) are the two most common approaches to missing data analysis. In theory, MI and FIML are equivalent when identical models are tested using the same variables, and when m, the number of imputations performed with MI, approaches infinity. However, it is important to know how many imputations are necessary before MI and FIML are sufficiently equivalent in ways that are important to prevention scientists. MI theory suggests that small values of m, even on the order of three to five imputations, yield excellent results. Previous guidelines for sufficient m are based on relative efficiency, which involves the fraction of missing information (γ) for the parameter being estimated, and m. In the present study, we used a Monte Carlo simulation to test MI models across several scenarios in which γ and m were varied. Standard errors and p-values for the regression coefficient of interest varied as a function of m, but not at the same rate as relative efficiency. Most importantly, statistical power for small effect sizes diminished as m became smaller, and the rate of this power falloff was much greater than predicted by changes in relative efficiency. Based our findings, we recommend that researchers using MI should perform many more imputations than previously considered sufficient. These recommendations are based on γ, and take into consideration oneâs tolerance for a preventable power falloff (compared to FIML) due to using too few imputations.
- Publication
Prevention Science, 2007, Vol 8, Issue 3, p206
- ISSN
1389-4986
- Publication type
Academic Journal
- DOI
10.1007/s11121-007-0070-9