A note on imputing squares via polynomial combination approach

Mingyang Cai*, Gerko Vink

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

The polynomial combination (PC) method, proposed by Vink and Van Buuren, is a hot-deck multiple imputation method for imputation models containing squared terms. The method yields unbiased regression estimates and preserves the quadratic relationships in the imputed data for both MCAR and MAR mechanisms. However, Vink and Van Buuren never studied the coverage rate of the PC method. This paper investigates the coverage of the nominal 95% confidence intervals for the polynomial combination method and improves the algorithm to avoid the perfect prediction issue. We also compare the original and the improved PC method to the substantive model compatible fully conditional specification method proposed by Bartlett et al. and elucidate the two imputation methods’ characters.

Original languageEnglish
Pages (from-to)2185-2201
Number of pages17
JournalComputational Statistics
Volume37
Issue number5
DOIs
Publication statusPublished - Nov 2022

Bibliographical note

Publisher Copyright:
© 2022, The Author(s).

Keywords

  • Missing data
  • Multiple imputation
  • Quadratic relation
  • Squared terms

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