Multiple Imputation Efficiency

The MI Procedure

Multiple Imputation Efficiency

The relative efficiency (RE) of using the finite m imputation estimator, rather than using an infinite number for the fully efficient imputation, in units of variance, is approximately a function of m and $\lambda$ (Rubin 1987, p. 114).

$RE=(1 + \frac{\lambda}m)^{-1}$

The following table shows relative efficiencies with different values of m and $\lambda$ .For cases with little missing information, only a small number of imputations are necessary.

Table 9.4: Relative Efficiency

$\lambda$
m	10%	20%	30%	50%	70%
3	0.9677	0.9375	0.9091	0.8571	0.8108
5	0.9804	0.9615	0.9434	0.9091	0.8772
10	0.9901	0.9804	0.9709	0.9524	0.9346
20	0.9950	0.9901	0.9852	0.9756	0.9662

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