Iterative Multiple Imputation: A Framework to Determine the Number of Imputed Datasets

We consider multiple imputation as a procedure iterating over a set of imputed datasets. Based on an appropriate stopping rule the number of imputed datasets is determined. Simulations and real-data analyses indicate that the sufficient number of imputed datasets may in some cases be substantially larger than the very small numbers that are usually recommended. For an easier use in various applications, the proposed method is implemented in the R package imi.