Multiple imputation of discrete and continuous data by fully conditional specification

The goal of multiple imputation is to provide valid inferences for statistical estimates from incomplete data. To achieve that goal, imputed values should preserve the structure in the data, as well as the uncertainty about this structure, and include any knowledge about the process that generated the missing data. Two approaches for imputing multivariate data exist: joint modeling (JM) and fully conditional specification (FCS). JM is based on parametric statistical theory, and leads to imputation procedures whose statistical properties are known. JM is theoretically sound, but the joint model may lack flexibility needed to represent typical data features, potentially leading to bias. FCS is a semi-parametric and flexible alternative that specifies the multivariate model by a series of conditional models, one for each incomplete variable. FCS provides tremendous flexibility and is easy to apply, but its statistical properties are difficult to establish. Simulation work shows that FCS behaves very well in ...