2024 journal article
A UNIFIED INFERENCE FRAMEWORK FOR MULTIPLE IMPUTATION USING MARTINGALES
STATISTICA SINICA, 34(3), 1649–1673.
author keywords: Causality; congeniality; influence function; martingale representation; weighted bootstrap
open access via doi.org (publisher PDF)
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
Source: Web Of Science
Added: August 19, 2024
Multiple imputation is widely used to handle missing data.Although Rubin's combining rule is simple, it is not clear whether or not the standard multiple imputation inference is consistent when coupled with the commonly-used full sample estimators.This article establishes a unified martingale representation of multiple imputation for a wide class of asymptotically linear full sample estimators.This representation invokes the wild bootstrap inference to provide consistent variance estimation under the correct specification of the imputation models.As a motivating application, we illustrate the proposed method to estimate the average causal effect (ACE) with partially observed confounders in causal inference.Our framework applies to asymptotically linear ACE estimators, including the regression imputation, weighting, and matching estimators.We extend to the scenarios when both outcome and confounders are subject to missingness and when the data are missing not at random.