Predictive mean matching for skewed variables

[stefvanbuuren]

This is a mail I got from Dianne Venneker:

Datum: maandag 22 mei 2017 16:46
Onderwerp: Question missing data

Dear Prof. Dr. Stef van Buuren,

I am currently working on a dataset with a lot of missing values.
As a imputation method, I used predictive mean matching.
Some of the variables are highly skewed and I therefore need to perform a log transformation. I am however unsure whether I have to do these transformations before or after the imputation. Do you perhaps have some advice on this matter?

Best wishes,
Dianne Venneker

[stefvanbuuren]

Dear Dianne,
Predictive mean matching can work well with skewed data. See for example

http://www.stefvanbuuren.nl/publications/2014%20Semicontinuous%20-%20Stat%20Neerl.pdf

which shows that performance of PMM can be very good for extremely skewed and semi-continuous data.
Hope this helps,
Stef.