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. Author manuscript; available in PMC: 2023 Feb 27.
Published in final edited form as: Biometrics. 2021 Sep 20;79(1):230–240. doi: 10.1111/biom.13555

TABLE 1.

Algorithm of multiple imputation

Step MI-1. Create m complete data sets by filling in missing times to event with imputed values generated from an imputation model.
Specifically, to create the jth imputed data set, generate Ti*(j) from the imputation model for each missing Ti.
Step MI-2. Apply a full-sample estimator of Δτ to each imputed data set.
Denote the point estimator applied to the jth imputed data set by Δ^τ(j).
Denote the variance estimator applied to the jth imputed data set by V^(j).
Step MI-3. Use Rubin’s combining rule to summarize the results from the multiple imputed data sets.
The MI estimator of Δτ is Δ^τ,mi=m1j=1mΔ^τ(j), and Rubin’s variance estimator is V^mi(Δ^τ,mi)=m+1(m1)mj=1m(Δ^τ(j)Δ^τ,mi)2+1mj=1mV^(j).