  Multiple imputation (MI) inference handles missing data by imputing the
missing values $m$ times, and then combining the results from the $m$
complete-data analyses. However, the existing method for combining likelihood
ratio tests (LRTs) has multiple defects: (i) the combined test statistic can be
negative, but its null distribution is approximated by an $F$-distribution;
(ii) it is not invariant to re-parametrization; (iii) it fails to ensure
monotonic power owing to its use of an inconsistent estimator of the fraction
of missing information (FMI) under the alternative hypothesis; and (iv) it
requires nontrivial access to the LRT statistic as a function of parameters
instead of data sets. We show, using both theoretical derivations and empirical
investigations, that essentially all of these problems can be straightforwardly
addressed if we are willing to perform an additional LRT by stacking the $m$
completed data sets as one big completed data set. This enables users to
implement the MI LRT without modifying the complete-data procedure. A
particularly intriguing finding is that the FMI can be estimated consistently
by an LRT statistic for testing whether the $m$ completed data sets can be
regarded effectively as samples coming from a common model. Practical
guidelines are provided based on an extensive comparison of existing MI tests.
Issues related to nuisance parameters are also discussed.
