I hadn't thought about imputation leading to attenuation bias until just now, but it seems like it would (if I understand why measurement error has that effect). 

I'm also sure this has been discussed at length in the literature. It surprises me a little that none of my advisors or econometrics professors mentioned it, though.

Undisciplined

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When Data Is Missing, Scientists Guess. Then Guess Again

0xbitcoiner

Hmm, good point. I’ll admit I haven’t thought carefully about imputation. Why wouldn’t any procedure that imputes data without the outcome variable lead to attenuation bias, and why wouldn’t any procedure that uses the outcome lead to endogeneity?

I’m assuming there’s a good answer if I read the literature. But it’s possible I’d be disappointed as well 