Let me correct my first sentence: What I meant to say is that Meng showed that 
MI imputation is still valid of auxiliary variables have been included in the 
imputation model. So it's a legitimate practice and, if its' not too much 
trouble, why not. But it probably won't make much difference.




________________________________
 From: Paul von Hippel <paulvonhippel.utaus...@gmail.com>
To: IMPUTE@LISTSERV.IT.NORTHWESTERN.EDU 
Sent: Monday, April 15, 2013 4:39 PM
Subject: Re: "Accessory" variables in imputation
 


Meng showed that MI imputation is still valid if auxiliary variables have been 
included in the analysis. In theory auxiliary variables can improve the 
estimates, but in practice they rarely help much. See the recent paper by Sarah 
Mustillo in Sociological Methods & Research.




On Mon, Apr 15, 2013 at 4:27 PM, Hunsicker, Lawrence 
<lawrence-hunsic...@uiowa.edu> wrote:

Good afternoon, all:
>
>A question about the use of "accessory" variables in imputation.  Consider for 
>a moment a kidney transplant survival model in which one has data (among other 
>things) on peak panel reactive antibody (peak PRA) and the PRA at the time of 
>the actual transplant (current PRA).  These actually measure different things, 
>but they are obviously strongly correlated.  Data are missing of some fraction 
>of these covariates, but most of the time one or the other is available.  
>Current PRA is considered to be the stronger predictor of transplant outcomes. 
> One is developing a model in which one wants to limit the model df.  So it 
>has been decided that the final model will include current PRA but not peak 
>PRA.
>
>I understand that the imputation model must include the outcome variable and 
>also all of the covariates that will be used in the final analysis model.  The 
>question is whether one can/should include additional covariates (such as peak 
>PRA) in the imputation model that WON'T be in the final analysis model.  It 
>would seem that inclusion of peak PRA in the imputation model might improve 
>considerably the prediction of current PRA, the covariate that will be 
>included in the final analysis model.
>
>Is this legitimate?
>
>Thanks in advance to any guidance from the listserv members.
>
>Larry Hunsicker
>Prof. Internal Medicine
>U. Iowa College of Medicine
>
>
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-- 
Best wishes,
Paul von Hippel
Assistant Professor
LBJ School of Public Affairs
Sid Richardson Hall 3.251
University of Texas, Austin
2315 Red River, Box Y
Austin, TX  78712
(512) 537-8112 

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