The Physical Activity Monitor component was introduced into the 2003-2004 National Health and Nutrition Examination Survey (NHANES) to collect objective information on physical activity including both movement intensity counts and ambulatory steps. Because of an error in the accelerometer device initialization process, the steps data were missing for all participants in several primary sampling units, typically a single county or group of contiguous counties, who had intensity count data from their accelerometers. To avoid potential bias and loss in efficiency in estimation and inference involving the steps data, we considered methods to accurately impute the missing values for steps collected in the 2003-2004 NHANES. The objective was to come up with an efficient imputation method that minimized model-based assumptions. We adopted a multiple imputation approach based on additive regression, bootstrapping and predictive mean matching methods. This method fits alternative conditional expectation (ace) models, which use an automated procedure to estimate optimal transformations for both the predictor and response variables. This paper describes the approaches used in this imputation and evaluates the methods by comparing the distributions of the original and the imputed data. A simulation study using the observed data is also conducted as part of the model diagnostics. Finally, some real data analyses are performed to compare the before and after imputation results. Published 2016. This article is a U.S. Government work and is in the public domain in the USA.