RE: Imputation of missing sex covariate

From: "Kowalski, Ken" Subject: RE: [NMusers] Imputation of missing sex covariate Date: Fri, 23 Aug 2002 10:49:29 -0400 How do you employ multiple imputation in the context of a model building exercise where you might want to test the sex covariate as well as other covariates on various parameters in the model? It seems to me that multiple imputation methods are geared towards a given model and the methodology hasn't been worked out for model building. Should we perform model building for each imputation and then perform averaging across the final models for the 5-10 imputations to obtain the final estimates even though the final models may not include the same covariate parameters for each imputation? Ken