Update: my article "How Many Imputations Do You Need?" has been published by *Sociological Methods and Research*. Here's a blog post <https://urldefense.proofpoint.com/v2/url?u=https-3A__statisticalhorizons.com_how-2Dmany-2Dimputations&d=DwIFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ist3cutChbznapj5IriHnQUgpYvTBvQaBNZ7Gl3KhZw&s=zxTilj7mjWjNez9PDRkZu8WKPnukSVqpZ2vpnHhp944&e= > that summarizes the recommendation and points to software that implements it:
Best wishes, Paul von Hippel University of Texas, Austin On Mon, Sep 12, 2016 at 8:11 AM Paul von Hippel < [email protected]> wrote: > Thanks! There are really two separate questions: > > 1. How many imputations *should *analysts use? I actually have a new > working paper > <https://urldefense.proofpoint.com/v2/url?u=http-3A__arxiv.org_abs_1608.05406&d=DwIFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ist3cutChbznapj5IriHnQUgpYvTBvQaBNZ7Gl3KhZw&s=01p8zpx0vzNoibnH5qo3oubyaOuGpbhKWaZmb-eQfVA&e= > > on this subject. > 2. How many imputations *do* analysts use in practice? This is the > question that I meant to ask. > > It sounds like we know less about (2) than about (1). If nobody's looked > at (2), I wonder what the most efficient way would be to get an answer. > Best wishes, > Paul von Hippel > LBJ School of Public Affairs > University of Texas, Austin > > On Mon, Sep 12, 2016 at 7:21 AM, Frank Harrell <[email protected]> > wrote: > >> I think that Royston and Wood is the best advice we have at present. >> >> What is really needed is a rule of thumb recognizing that having lots of >> complete cases can help to insulate against missings somewhat, as can the >> total sample size. >> >> ------------------------------ >> Frank E Harrell Jr Professor and Chairman School of Medicine >> >> Department of *Biostatistics* *Vanderbilt University* >> >> On Mon, Sep 12, 2016 at 2:50 AM, Hoogendoorn, Adriaan < >> [email protected]> wrote: >> >>> Originally, small numbers of imputations (3 or 5) were suggested, but >>> currently there seems to be preference for larger numbers. >>> >>> Many recent studies that do report numbers of imputation used between 20 >>> and 100 data sets (subjective view), but I’ve also seen as many as a >>> thousand. >>> >>> I guess that it depends on the amount of Monte Carlo error (the loss of >>> power to for testing an association) you are willing to accept. >>> >>> White, Royston and Wood (2010) suggest in their Statistics in Medicine >>> journal article as a rule of thumb to use “at least the percentage of >>> incomplete cases” (100 times the fraction of missing information), but they >>> also state that you might need more in specific settings. >>> >>> >>> >>> >>> Adriaan W. Hoogendoorn, PhD >>> >>> Senior Researcher – Statistician >>> >>> M: Room MB.02, A.J. Ernststraat 1187, 1081 HL Amsterdam, The Netherlands >>> T: + 31(0)20 788 4649 >>> >>> E: [email protected] >>> >>> Office hours: Mo-Tu-We-Th >>> >>> >>> >>> >>> >>> GGZ inGeest, Onderzoek en innovatie >>> Locatie A.J. Ernststraat, Amsterdam >>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.ggzingeest.nl&d=DwIFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ist3cutChbznapj5IriHnQUgpYvTBvQaBNZ7Gl3KhZw&s=P2WIVsXY2hs0WACnriYJQiO2OU6LQic0_XNKY1oS9GI&e= >>> >>> <https://urldefense.proofpoint.com/v2/url?u=http-3A__www.ggzingeest.nl_&d=CwMGaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=uar2zvBt-CyCEgwFinsosPoZgBH_o6rJZAvxvVrWpeY&s=rOarCICWmLfxjAFAXCAKhMwIX7Cj-WlWK8neT8IgvxM&e=> >>> >>> >>> * GGZ inGeest, samen op eigen wijze* >>> >>> >>> >>> >>> >>> >>> >>> >>> >>> *Van:* Impute -- Imputations in Data Analysis [mailto: >>> [email protected]] *Namens *DAVID R JOHNSON >>> *Verzonden:* maandag 12 september 2016 0:13 >>> *Aan:* [email protected] >>> *Onderwerp:* Re: Typical number of imputations >>> >>> >>> >>> My experience is that authors who use MI seldom report the number of >>> imputations they used. >>> >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> >>> David R. Johnson >>> Professor of Sociology, Human Development and Family Studies, and >>> Demography >>> Department of Sociology >>> 413 Oswald Tower >>> The Pennsylvania State University >>> University Park, PA 16802 >>> 814-865-9564 >>> [email protected] >>> >>> ------------------------------------------------------------------------------- >>> >>> >>> ------------------------------ >>> >>> *From: *"Allison, Paul D" <[email protected]> >>> *To: *"Impute" <[email protected]> >>> *Sent: *Saturday, September 10, 2016 7:58:55 AM >>> *Subject: *Re: Typical number of imputations >>> >>> >>> >>> Good question, but I'm not aware of any studies. >>> >>> >>> >>> >>> >>> Paul D. Allison, Professor >>> >>> Department of Sociology >>> >>> University of Pennsylvania >>> >>> 581 McNeil Building >>> >>> 3718 Locust Walk >>> >>> Philadelphia, PA 19104-6299 >>> >>> 610-715-5702 >>> >>> 419-818-1220 (fax) >>> >>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.pauldallison.com&d=DwIFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ist3cutChbznapj5IriHnQUgpYvTBvQaBNZ7Gl3KhZw&s=f19znYBx9UW43emNbin5PvHjwlJqi93DnPnEzD3d9xo&e= >>> >>> <https://urldefense.proofpoint.com/v2/url?u=http-3A__www.pauldallison.com_&d=CwMFAw&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=WZhkIrvV_nPE4MPWJCbcERwh_uwCepoMW9A1CIlGono&s=jhCMas8sQAOyoeHxUbvqK4sCPETcmNiEkxGRSgzeBj8&e=> >>> >>> >>> ------------------------------ >>> >>> *From:* Impute -- Imputations in Data Analysis < >>> [email protected]> on behalf of Paul von Hippel < >>> [email protected]> >>> *Sent:* Friday, September 9, 2016 11:05 PM >>> *To:* [email protected] >>> *Subject:* Typical number of imputations >>> >>> >>> >>> Are there studies documenting how many imputations analysts typically >>> use in MI? I know the recommendations, but I'm interested in what users are >>> actually doing -- and whether users are using more imputations now than >>> previously. >>> >>> >>> Best wishes, >>> Paul von Hippel >>> LBJ School of Public Affairs >>> Sid Richardson Hall 3.251 >>> University of Texas, Austin >>> 2315 Red River, Box Y >>> Austin, TX 78712 >>> >>> >>> >>> ------------------------------ >>> Dit e-mailbericht is uitsluitend bestemd voor de geadresseerde. Als dit >>> bericht niet voor u bestemd is, wordt u verzocht dit aan de afzender te >>> melden en het bericht te vernietigen. Het is niet toegestaan de inhoud van >>> dit bericht verder te verspreiden of te gebruiken. Voor meer informatie >>> over GGZ inGeest: >>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.ggzingeest.nl&d=DwIFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=ist3cutChbznapj5IriHnQUgpYvTBvQaBNZ7Gl3KhZw&s=P2WIVsXY2hs0WACnriYJQiO2OU6LQic0_XNKY1oS9GI&e= >>> >>> <https://urldefense.proofpoint.com/v2/url?u=http-3A__www.ggzingeest.nl&d=CwMFaQ&c=yHlS04HhBraes5BQ9ueu5zKhE7rtNXt_d012z2PA6ws&r=N9mDDDuK1isnKK-Q36bwNuZl066Rn4cNQtKxtVKMnWBnZ5yXlXHty3gF6wWXsdE6&m=R7jmu7lqPjB302OBAh_CkE93a76UNyZ9N28tKtxjyRg&s=49GTxMj99cJfVudpYucVtQ-F31qU4WHDUDQBdZdkAT8&e=>. >>> Denk aan het milieu voordat u deze e-mail print. >>> >> >> >
