Bootstrap Inference for Multiple Imputation under Uncongeniality and Misspecification

Jonathan Bartlett, Rachael Hughes

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Abstract

Multiple imputation has become one of the most popular approaches for handling missing data in statistical analyses. Part of this success is due to Rubin's simple combination rules. These give frequentist valid inferences when the imputation model and analysis procedures are so called congenial and the embedding model is correctly specified, but otherwise may not. Roughly speaking, congeniality corresponds to whether the imputation model and analysis procedure make different assumptions about the data. In practice imputation models and analysis procedures are often not congenial, such that tests may not have the correct size and confidence interval coverage deviates from the advertised level. We examine a number of recent proposals which combine bootstrapping with multiple imputation, and determine which are valid under uncongeniality and model misspecification. Imputation followed by bootstrapping generally does not result in valid variance estimates under uncongeniality or misspecification, whereas certain bootstrap followed by imputation methods do. We recommend a particular computationally efficient variant of bootstrapping followed by imputation.
Original languageEnglish
JournalStatistical Methods in Medical Research
Early online date30 Jun 2020
DOIs
Publication statusE-pub ahead of print - 30 Jun 2020

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