Multiple Imputation of Squared Terms

We propose a new multiple imputation technique for imputing squares. Cur-

rent methods yield either unbiased regression estimates, or preserve data re-

lations. No method, however, seems to deliver both, which limits researchers

in the implementation of regression analysis in the presence of missing data.

Besides, current methods only work under a MCAR mechanism. Our method

for imputing squares uses a polynomial combination. The proposed method

yields both unbiased regression estimates, whilst at the same time preserving

the quadratic relations in the data for both MAR and MCAR mechanisms.