A simple method to ensure plausible multiple imputation for continuous multivariate data

Overview & Synopsis

Multiple Imputation (MI) is an established approach for handling missing values. We show that MI for continuous data under the multivariate normal assumption is susceptible to generating implausible values. Our proposed remedy, is to 1) transform the observed data into quantiles of the standard normal distribution, 2) obtain a functional relationship between the observed data and it's corresponding standard normal quantiles, 3) undertake MI using the quantiles produced in step 1 and finally 4) use the functional relationship to transform the imputations into their original domain. In conclusion, our approach safeguards MI from imputing implausible values.