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Multiple Imputation: Theory and Method

Paul Zhang
International Statistical Review / Revue Internationale de Statistique
Vol. 71, No. 3 (Dec., 2003), pp. 581-592
Stable URL: http://www.jstor.org/stable/1403830
Page Count: 12
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Multiple Imputation: Theory and Method
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Abstract

In this review paper, we discuss the theoretical background of multiple imputation, describe how to build an imputation model and how to create proper imputations. We also present the rules for making repeated imputation inferences. Three widely used multiple imputation methods, the propensity score method, the predictive model method and the Markov chain Monte Carlo (MCMC) method, are presented and discussed. /// En cet exposé synoptique, nous discutons le fond théorique de l'imputation multiple, décrivons comment établir un modèle d'imputation et comment créer imputations appropriée. Nous présentons règles pour faire des inférences répétées d'imputation. Trois méthodes multiples largement répandues d'imputation, imputation multiple de points de propension, imputation multiple modèle prédictive et imputation multiple de Monte Carlo de chaîne de Markov (MCMC), sont présentées et discutées.

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