© Taylor & Francis Group, LLC. Multiple Imputation (MI) is an established approach for handling missing values. We show that MI for continuous data under the multivariate normal assumption is susceptible to generating implausible values. Our proposed remedy, is to: (1) transform the observed data into quantiles of the standard normal distribution; (2) obtain a functional relationship between the observed data and it’s corresponding standard normal quantiles; (3) undertake MI using the quantiles produced in step 1; and finally, (4) use the functional relationship to transform the imputations into their original domain. In conclusion, our approach safeguards MI from imputing implausible values.

Original publication

DOI

10.1080/03610918.2010.518267

Type

Journal article

Journal

Communications in Statistics: Simulation and Computation

Publication Date

01/01/2010

Volume

39

Pages

1779 - 1784