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I am using Multiple Imputation to impute a continuous variable (X). I have a question regarding the generation of a new variable, starting from this imputed variable (what, in Stata jargon, would be called a passive variable).

In particular, my aim is to divide this variable X into, say, quartiles. Let's suppose that I imputed this variable $n$ times (X_1, ..., X_n). What am I supposed to do?

Should I create the quartiles "independently" for each of the $n$ imputations? In this case the cut-offs of the quartiles (i.e. the 25th, 50th and 75th percentiles) wouldn't be the same across the $n$ passive variables I created.

Should I pool the $n$ imputations, calculate the 25th, 50th and 75th percentiles and use those numbers to divide my $n$ imputed variables into quartiles?

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    $\begingroup$ You should pool the $n$ imputations but more important part of MI is the number of imputations, $n$. If I remember correctly, you need to impute at least 40 times with 50% missing information to guarantee less than 1% power falloff compared to the comparable full-information maximum likelihood analysis. This paper should be helpful. $\endgroup$
    – Ken
    Commented Jun 21, 2012 at 15:06

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