Are you imputing just covariates or also target variable y?
Assuming you are imouting just teh covariates, and you are using R and loo
package
- For each of the m imputed datasets compute loo as usual
- each loo object has pointwise log predictive densities
loo_object$pointwise[,'elpd_loo']
- compute means of pointwise predictive densities (using
exp(loo_object$pointwise[,'elpd_loo']
) where means are over the m imputed datasets (the result has n pointwise predictive densities) -
elpd_loo
is then sum of log of pointwise predictions (from step 3.)