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High-Dimensional Imputation for the Social Sciences: A Comparison of State-of-The-Art Methods

Author

Listed:
  • Edoardo Costantini
  • Kyle M. Lang
  • Tim Reeskens
  • Klaas Sijtsma

Abstract

Including a large number of predictors in the imputation model underlying a multiple imputation (MI) procedure is one of the most challenging tasks imputers face. A variety of high-dimensional MI techniques can help, but there has been limited research on their relative performance. In this study, we investigated a wide range of extant high-dimensional MI techniques that can handle a large number of predictors in the imputation models and general missing data patterns. We assessed the relative performance of seven high-dimensional MI methods with a Monte Carlo simulation study and a resampling study based on real survey data. The performance of the methods was defined by the degree to which they facilitate unbiased and confidence-valid estimates of the parameters of complete data analysis models. We found that using lasso penalty or forward selection to select the predictors used in the MI model and using principal component analysis to reduce the dimensionality of auxiliary data produce the best results.

Suggested Citation

  • Edoardo Costantini & Kyle M. Lang & Tim Reeskens & Klaas Sijtsma, 2025. "High-Dimensional Imputation for the Social Sciences: A Comparison of State-of-The-Art Methods," Sociological Methods & Research, , vol. 54(2), pages 448-499, May.
    • Handle: RePEc:sae:somere:v:54:y:2025:i:2:p:448-499
    DOI: 10.1177/00491241231200194
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    References listed on IDEAS

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    1. Douglas S. Massey & Roger Tourangeau, 2013. "Where Do We Go from Here? Nonresponse and Social Measurement," The ANNALS of the American Academy of Political and Social Science, , vol. 645(1), pages 222-236, January.
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