LIPEDE Omolola Mary,Nigeria,GPSPD Thank you for your rich and insightful contribution. I appreciated the way you grounded the discussion of imputation in real microeconomic contexts, especially those dealing with household-level surveys and sensitive variables such as income or employment. Your reflections on MAR vs. NMAR assumptions and the need for diagnostic rigor are particularly relevant, especially when findings have implications for public policy design.
That said, I would like to complement your perspective by highlighting a specific challenge that arises more frequently in macro-panel settings. When working with country-level or sector-level data, many econometric models require a balanced or "cylindrical" panel structure. In such contexts, missing data can preclude the use of otherwise appropriate identification strategies, and the absence of fully credible alternatives often leads researchers to rely on imputation techniques by necessity rather than preference.
While the assumptions behind imputation remain critical in both settings, the justifications and trade-offs differ in macroeconomics, the emphasis is often placed on model tractability and completeness over distributional uncertainty at the observation level. Of course, this does not remove the need for transparency and robustness checks, but it reminds us of that methodological pragmatism also plays a role, particularly when empirical frameworks impose strict data requirements.
Thanks again for your thoughtful engagement, it's always enriching to bridge methodological discussions across micro and macro contexts.