Suppose I intend to regress continuous Y on binary X1, continuous X2 and the interaction X1X2.
People seem to agree that Y should be imputed conditionally on X1, X2 and X1X2. Is it also the case, though, that X2 should be imputed conditionally on X1, Y and X1Y? In other words, since the slope of Y on X2 depends on X1, is the same true for the slope of X2 on Y? For that matter, should X1 be imputed conditionally on X2, Y and X2Y? I'd be grateful for your thoughts on this. In a more complex settings, this perspective leads to quite a lot of interactions being included in the imputation model..... Best wishes, Paul von Hippel Paul von Hippel Department of Sociology / Initiative in Population Research Ohio State University 300 Bricker Hall 190 N. Oval Mall Columbus OH 43210
