When Are Inferences from Multiple Imputation Valid ?

Multiple imputation, as described by Rubin, has seen a wide variety of applications. Counterexamples, presented by Fay (1991), and new methods, such as those of J.N.K. Rao and J. Shao, that can asymptotically disagree with the multiple imputation approach, have raised questions about the validity of multiple imputation. This paper identifies critical restrictions on the practical application of multiple imputation. It also discusses alternatives that can provide asymptotically valid inferences for some of the situations in which multiple imputation fails.