Multiple imputation is a popular imputation method for general purpose
estimation. Rubin(1987) provided an easily applicable formula for the variance
estimation of multiple imputation. However, the validity of the multiple
imputation inference requires the congeniality condition of Meng(1994), which
is not necessarily satisfied for method of moments estimation. This paper
presents the asymptotic bias of Rubin's variance estimator when the method of
moments estimator is used as a complete-sample estimator in the multiple
imputation procedure. A new variance estimator based on over-imputation is
proposed to provide asymptotically valid inference for method of moments
estimation.Comment: 8 pages, 0 figur
