Isn multiple imputation just making up data?
When MI is presented to a new audience, some may view it as a kind of statistical alchemy in which information is somehow invented or created out of nothing. This objection is quite valid for single-imputation methods, which treat imputed values no differently from observed ones. MI, however, is nothing more than a device for representing missing-data uncertainty. Information is not being invented with MI any more than with EM or other well accepted likelihood-based methods, which average over a predictive distribution for the missing data by numerical techniques rather than by simulation.
