Abstract
Rubin's “multiple imputation” approach to missing data creates synthetic data sets, in which each missing variable is replaced by a draw from its predictive distribution, conditional on the observed data. By construction, analyses of such filled-in data sets as if the imputations were true values have the correct expectations for population parameters. In a recent paper, Mislevy showed how this approach can be applied to estimate the distributions of latent variables from complex samples. Multiple imputations for a latent variable bear a surface similarity to classical “multiple indicators” of a latent variable, as might be addressed in structural equation modelling or hierarchical modelling of successive stages of random sampling. This note demonstrates with a simple example why analyzing “multiple imputations” as if they were “multiple indicators” does not generally yield correct results; they must instead be analyzed by means concordant with their construction.
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I am grateful to Frank Jenkins, John Mazzeo, Kentaro Yamamoto, and Rebecca Zwick for comments on earlier versions of this paper.
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Mislevy, R.J. Should “multiple imputations” be treated as “multiple indicators”?. Psychometrika 58, 79–85 (1993). https://doi.org/10.1007/BF02294472
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DOI: https://doi.org/10.1007/BF02294472