2019/11/12 by Qi’an Guan, Shu Yang, Guan, Qian +1
Mathematics · #Advanced Causal Inference Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
paper · pdf · doi:10.48550/arxiv.1911.04663
openalex publication_date 2019/11/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.