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Nested multiple imputation of NMES via partially incompatible MCMC

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  • Donald B. Rubin

Abstract

The multiple imputation of the National Medical Expenditure Survey (NMES) involved the use of two new techniques, both having potentially broad applicability. The first is to use distributionally incompatible MCMC (Markov Chain Monte Carlo), but to apply it only partially, to impute the missing values that destroy a monotone pattern, thereby limiting the extent of incompatibility. The second technique is to split the missing data into two parts, one that is much more computationally expensive to impute than the other, and create several imputations of the second part for each of the first part, thereby creating nested multiple imputations with their increased inferential efficiency.

Suggested Citation

  • Donald B. Rubin, 2003. "Nested multiple imputation of NMES via partially incompatible MCMC," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(1), pages 3-18, February.
    • Handle: RePEc:bla:stanee:v:57:y:2003:i:1:p:3-18
    DOI: 10.1111/1467-9574.00217
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    1. White, Ian R. & Daniel, Rhian & Royston, Patrick, 2010. "Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2267-2275, October.
    2. Khaled Khatab & Maruf A Raheem & Benn Sartorius & Mubarak Ismail, 2019. "Prevalence and risk factors for child labour and violence against children in Egypt using Bayesian geospatial modelling with multiple imputation," PLOS ONE, Public Library of Science, vol. 14(5), pages 1-20, May.
    3. Hammon, Angelina & Zinn, Sabine, 2020. "Multiple imputation of binary multilevel missing not at random data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 69(3), pages 547-564.
    4. Burns, Christopher & Prager, Daniel & Ghosh, Sujit & Goodwin, Barry, 2015. "Imputing for Missing Data in the ARMS Household Section: A Multivariate Imputation Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205291, Agricultural and Applied Economics Association.
    5. Humera Razzak & Christian Heumann, 2019. "Hybrid Multiple Imputation In A Large Scale Complex Survey," Statistics in Transition New Series, Polish Statistical Association, vol. 20(4), pages 33-58, December.
    6. Kristian Kleinke & Jost Reinecke, 2013. "Multiple imputation of incomplete zero-inflated count data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 311-336, August.
    7. Florian Meinfelder, 2014. "Multiple Imputation: an attempt to retell the evolutionary process," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 8(4), pages 249-267, November.
    8. Rässler, Susanne & Schnell, Rainer, 2004. "Multiple imputation for unit-nonresponse versus weighting including a comparison with a nonresponse follow-up study," Discussion Papers 65/2004, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    9. Faisal Maqbool Zahid & Shahla Faisal & Christian Heumann, 2020. "Variable selection techniques after multiple imputation in high-dimensional data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(3), pages 553-580, September.
    10. Reiter, Jerome P. & Drechsler, Jörg, 2007. "Releasing multiply-imputed synthetic data generated in two stages to protect confidentiality," IAB-Discussion Paper 200720, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    11. Ip, Edward H. & Wang, Yuchung J., 2009. "Canonical representation of conditionally specified multivariate discrete distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1282-1290, July.
    12. Angelina Hammon & Sabine Zinn, 2020. "Multiple imputation of binary multilevel missing not at random data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(3), pages 547-564, June.
    13. repec:jss:jstsof:45:i03 is not listed on IDEAS
    14. Daniel Y. Lee & Jeffrey R. Harring, 2023. "Handling Missing Data in Growth Mixture Models," Journal of Educational and Behavioral Statistics, , vol. 48(3), pages 320-348, June.
    15. Loong Bronwyn & Rubin Donald B., 2017. "Multiply-Imputed Synthetic Data: Advice to the Imputer," Journal of Official Statistics, Sciendo, vol. 33(4), pages 1005-1019, December.
    16. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2021. "On the Treatment of Missing Data in Background Questionnaires in Educational Large-Scale Assessments: An Evaluation of Different Procedures," Journal of Educational and Behavioral Statistics, , vol. 46(4), pages 430-465, August.
    17. Simon Grund & Oliver Lüdtke & Alexander Robitzsch, 2018. "Multiple Imputation of Missing Data at Level 2: A Comparison of Fully Conditional and Joint Modeling in Multilevel Designs," Journal of Educational and Behavioral Statistics, , vol. 43(3), pages 316-353, June.
    18. Thomas Klausch & Barry Schouten & Joop J. Hox, 2017. "Evaluating Bias of Sequential Mixed-mode Designs Against Benchmark Surveys," Sociological Methods & Research, , vol. 46(3), pages 456-489, August.
    19. Vassilopoulos, Achilleas & Drichoutis, Andreas & Nayga, Rodolfo & Lazaridis, Panagiotis, 2011. "Does the Food Stamp Program Really Increase Obesity? The Importance of Accounting for Misclassification Errors," MPRA Paper 28768, University Library of Munich, Germany.
    20. Ton Waal & Jacco Daalmans, 2024. "Calibrated imputation for multivariate categorical data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 545-576, September.
    21. Lee, Min Cherng & Mitra, Robin, 2016. "Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 24-38.

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