Any opinions out there about the most current paper or book with the best advice on choosing the number of multiple imputations?
David Judkins Senior Statistician Westat 1650 Research Boulevard Rockville, MD 20850 (301) 315-5970 [email protected] -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.utsouthwestern.edu/pipermail/impute/attachments/20071115/428ace22/attachment.htm From Torsten.Neilands <@t> ucsf.edu Thu Nov 15 11:45:39 2007 From: Torsten.Neilands <@t> ucsf.edu (Neilands, Torsten) Date: Thu Nov 15 11:49:32 2007 Subject: [Impute] Best reference for choice of m in multiple imputation In-Reply-To: <[email protected]> References: <[email protected]> Message-ID: <[email protected]> Hi David, You might find this article to be of interest: Graham JW, Olchowski AE, Gilreath TD. How many imputations are really needed? Some practical clarifications of multiple imputation theory. Prev Sci 2007;8(3):206-13. 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 (gamma) 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 gamma 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 gamma, and take into consideration one's tolerance for a preventable power falloff (compared to FIML) due to using too few imputations. With best wishes, Tor Neilands Tor Neilands Center for AIDS Prevention Studies (CAPS) University of California, San Francisco 50 Beale Street, Suite 1300 San Francisco, CA 94105 Voice: (415) 597-9236 Fax: (415) 597-9213 E-mail: [email protected] ________________________________________ From: [email protected] [mailto:[email protected]] On Behalf Of David Judkins Sent: Thursday, November 15, 2007 9:25 AM To: IMPUTE post Subject: [Impute] Best reference for choice of m in multiple imputation Any opinions out there about the most current paper or book with the best advice on choosing the number of multiple imputations? ? David Judkins Senior Statistician Westat 1650 Research Boulevard Rockville, MD 20850 (301) 315-5970 [email protected] ?
