Misguided Use of Observed Covariates to Impute Missing Covariates in Conditional Prediction: A Shrinkage Problem
条件预测中用已观测协变量填补缺失协变量的收缩问题
Researchers regularly perform conditional prediction using imputed values of missing data. However, applications of imputation often lack a firm foundation in statistical theory. This paper originated when we were unable to find analysis substantiating claims that imputation of missing data has good frequentist properties when data are missing at random (MAR). We focused on the use of observed covariates to impute missing covariates when estimating conditional means of the…