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The MI Procedure

Multiple Imputation Efficiency

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

     

Table 54.5 shows relative efficiencies with different values of and .

Table 54.5 Relative Efficiencies

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

The table shows that for situations with little missing information, only a small number of imputations are necessary. In practice, the number of imputations needed can be informally verified by replicating sets of imputations and checking whether the estimates are stable between sets (Horton and Lipsitz 2001, p. 246).

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