Two-sample Kolmogorov-Smirnov test to compare pre and post imputation

[Zethson]

Description of feature

We could implement the two-sample Kolmogorov-Smirnov test which we could use to test pre and post imputation distributions

We tested the null hypothesis considering that the two sets of observations were drawn from the same unknown probability distribution, using a two-sample Kolmogorov-Smirnov test, as implemented by the ks.test function in the stats R package. The two sets of observations considered were either the variable before and after introducing the missing values, or the variable before introducing the missing values compared with the variable after imputation, or the variable after introducing missing values and the variable after imputation. Note that in a typical imputation situation, true values are not available, and thus only comparison between the set of non-missing values and the set of values after imputation would be possible.