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Researchers have developed logical, demographic, and statistical strategies for imputing immigrants’ legal status, but these methods have never been empirically assessed. We used Monte Carlo simulations to test whether, and under what conditions, legal status imputation approaches yield unbiased estimates of the association of unauthorized status with health insurance coverage. We tested five methods under a range of missing data scenarios. Logical and demographic imputation methods yielded biased estimates across all missing data scenarios. Statistical imputation approaches yielded unbiased estimates only when unauthorized status was jointly observed with insurance coverage; when this condition was not met, these methods overestimated insurance coverage for unauthorized relative to legal immigrants. We next showed how bias can be reduced by incorporating prior information about …