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ERIC Number: EJ1260517
Record Type: Journal
Publication Date: 2020-Aug
Pages: 20
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-0049-1241
EISSN: N/A
How Many Imputations Do You Need? A Two-Stage Calculation Using a Quadratic Rule
von Hippel, Paul T.
Sociological Methods & Research, v49 n3 p699-718 Aug 2020
When using multiple imputation, users often want to know how many imputations they need. An old answer is that 2-10 imputations usually suffice, but this recommendation only addresses the efficiency of point estimates. You may need more imputations if, in addition to efficient point estimates, you also want standard error (SE) estimates that would not change (much) if you imputed the data again. For replicable SE estimates, the required number of imputations increases quadratically with the fraction of missing information (not linearly, as previous studies have suggested). I recommend a two-stage procedure in which you conduct a pilot analysis using a small-to-moderate number of imputations, then use the results to calculate the number of imputations that are needed for a final analysis whose SE estimates will have the desired level of replicability. I implement the two-stage procedure using a new SAS macro called "%mi_combine" and a new Stata command called how_many_imputations.
SAGE Publications. 2455 Teller Road, Thousand Oaks, CA 91320. Tel: 800-818-7243; Tel: 805-499-9774; Fax: 800-583-2665; e-mail: journals@sagepub.com; Web site: http://sagepub.com
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers - Assessments and Surveys: Early Childhood Longitudinal Survey
Grant or Contract Numbers: N/A