Can anyone provide a reference to the theory that supports multivariate imputation with chained equations (MICE). I know Rubin has provided this for MI but MICE is a Gibbs sampler (I have never seen this justified) and needs to have an epistemic basis, which I cannot find with any amount of searching.

  • $\begingroup$ Welcome to CV, Robert. Love the question... I have seen folks pose similar questions in the literature and in conferences. $\endgroup$ – Alexis Nov 22 '20 at 21:22

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