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Statistical Inference in Missing Data by MCMC and Non-MCMC Multiple Imputation Algorithms: Assessing the Effects of Between-Imputation Iterations Cover

Statistical Inference in Missing Data by MCMC and Non-MCMC Multiple Imputation Algorithms: Assessing the Effects of Between-Imputation Iterations

Open Access
|Jul 2017

Abstract

Incomplete data are ubiquitous in social sciences; as a consequence, available data are inefficient (ineffective) and often biased. In the literature, multiple imputation is known to be the standard method to handle missing data. While the theory of multiple imputation has been known for decades, the implementation is difficult due to the complicated nature of random draws from the posterior distribution. Thus, there are several computational algorithms in software: Data Augmentation (DA), Fully Conditional Specification (FCS), and Expectation-Maximization with Bootstrapping (EMB). Although the literature is full of comparisons between joint modeling (DA, EMB) and conditional modeling (FCS), little is known about the relative superiority between the MCMC algorithms (DA, FCS) and the non-MCMC algorithm (EMB), where MCMC stands for Markov chain Monte Carlo. Based on simulation experiments, the current study contends that EMB is a confidence proper (confidence-supporting) multiple imputation algorithm without between-imputation iterations; thus, EMB is more user-friendly than DA and FCS.

Language: English
Submitted on: Nov 30, 2016
Accepted on: Jun 23, 2017
Published on: Jul 28, 2017
Published by: Ubiquity Press
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year

© 2017 Masayoshi Takahashi, published by Ubiquity Press
This work is licensed under the Creative Commons Attribution 4.0 License.