Send to:

Choose Destination
See comment in PubMed Commons below
Biometrics. 2012 Mar;68(1):129-37. doi: 10.1111/j.1541-0420.2011.01666.x. Epub 2011 Nov 3.

Combining multiple imputation and inverse-probability weighting.

Author information

  • 1MRC Biostatistics Unit, Cambridge, UK.


Two approaches commonly used to deal with missing data are multiple imputation (MI) and inverse-probability weighting (IPW). IPW is also used to adjust for unequal sampling fractions. MI is generally more efficient than IPW but more complex. Whereas IPW requires only a model for the probability that an individual has complete data (a univariate outcome), MI needs a model for the joint distribution of the missing data (a multivariate outcome) given the observed data. Inadequacies in either model may lead to important bias if large amounts of data are missing. A third approach combines MI and IPW to give a doubly robust estimator. A fourth approach (IPW/MI) combines MI and IPW but, unlike doubly robust methods, imputes only isolated missing values and uses weights to account for remaining larger blocks of unimputed missing data, such as would arise, e.g., in a cohort study subject to sample attrition, and/or unequal sampling fractions. In this article, we examine the performance, in terms of bias and efficiency, of IPW/MI relative to MI and IPW alone and investigate whether the Rubin's rules variance estimator is valid for IPW/MI. We prove that the Rubin's rules variance estimator is valid for IPW/MI for linear regression with an imputed outcome, we present simulations supporting the use of this variance estimator in more general settings, and we demonstrate that IPW/MI can have advantages over alternatives. IPW/MI is applied to data from the National Child Development Study.

© 2011, The International Biometric Society.

[PubMed - indexed for MEDLINE]
Free PMC Article
PubMed Commons home

PubMed Commons

How to join PubMed Commons

    Supplemental Content

    Full text links

    Icon for Wiley Icon for PubMed Central
    Loading ...
    Write to the Help Desk