Multiple Imputation for Interval Estimation From Simple Random Samples With Ignorable Nonresponse

Abstract Several multiple imputation techniques are described for simple random samples with ignorable nonresponse on a scalar outcome variable. The methods are compared using both analytic and Monte Carlo results concerning coverages of the resulting intervals for the population mean. Using m = 2 imputations per missing value gives accurate coverages in common cases and is clearly superior to single imputation (m = 1) in all cases. The performances of the methods for various m can be predicted well by linear interpolation in 1/(m — 1) between the results for m = 2 and m = ∞. As a rough guide, to assure coverages of interval estimates within 2% of the nominal level when using the preferred methods, the number of imputations per missing value should increase from 2 to 3 as the nonresponse rate increases from 10% to 60%.