Is there a cut-off for rate of missingness, past which we should
employ other methods (i.e. Not Amelia 2)? Or does it depend on the
diagnostic results?
More specifically, if my imputations:
a) don't give me error 34 (which says there is not enough data to do
imputations
properly) and;
b) my diagnostics seem kosher (distributions of imputed/actual
observations overlap nicely, there is convergence, etc.),
can I relax about the rate of missingness in the original data?
Simply: I got a time-series, cross-sectional dataset. 10 years, 50
countries. 6 independent vars. Of the 6, 3 have 65% missingness. Yet,
these 3 independent vars with 65% missingness have significant
relationships with the rest of the vars, and Amelia 2 was able to give
me a decent-looking imputation. [I can offer the misschk results from
Stata if necessary to answer this question.]
Is there a cut-off in the fraction of missingness past which I must
worry? Or Amelia would have already told me so?
King also mentions that upping the imputations (to, say, 10) can help
deal with higher rates of missingness. Something I should do just to
make sure?
You can also direct me to somewhere in the literature where you think
this is specifically addressed. Thanks much.
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