Rj. Glynn et al., MULTIPLE IMPUTATION IN MIXTURE-MODELS FOR NONIGNORABLE NONRESPONSE WITH FOLLOW-UPS, Journal of the American Statistical Association, 88(423), 1993, pp. 984-993
One approach to inference for means or linear regression parameters wh
en the outcome is subject to nonignorable nonresponse is mixture model
ing. Mixture models assume separate parameters for respondents and non
respondents; implementation by multiple imputation consists of repeate
dly filling in missing values for nonrespondents, estimating parameter
s using the filled-in data, and then adjusting for variability between
imputations. We evaluated the performance of this scheme using simula
ted data with a 25% sample of nonrespondents followed up. We conclude
that it provides a generally satisfactory and robust approach to infer
ence for means and regression parameters in this case, although a grea
ter number of imputations may be required for good performance compare
d to the number required for estimation when nonresponse is ignorable.