People seem to agree that Y should be imputed conditionally on X1, X2 and X1X2.
Is it also the case, though, that X2 should be imputed conditionally on X1, Y and X1Y? In other words, since the slope of Y on X2 depends on X1, is the same true for the slope of X2 on Y?
For that matter, should X1 be imputed conditionally on X2, Y and X2Y?
I'd be grateful for your thoughts on this. In a more complex settings, this perspective leads to quite a lot of interactions being included in the imputation model.....
Best wishes, Paul von Hippel
Paul von Hippel Department of Sociology / Initiative in Population Research Ohio State University 300 Bricker Hall 190 N. Oval Mall Columbus OH 43210
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