Maximum likelihood multiple imputation

I just came across a very interesting draft paper on arXiv by Paul von Hippel on ‘maximum likelihood multiple imputation’. von Hippel has made many important contributions to the multiple imputation (MI) literature, including the paper which advocated that one ‘transform then impute’ when one has interaction or non-linear terms in the substantive model of interest. The present paper on maximum likelihood multiple imputation is in its seventh draft on arXiv, the first being released back in 2012. I haven’t read every detail of the paper, but it looks to me to be another thought provoking and potentially practice changing paper. This post will not attempt by any means to cover all of the important points made in the paper, but will just highlight a few.

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