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1.  Comparison of techniques for handling missing covariate data within prognostic modelling studies: a simulation study 
There is no consensus on the most appropriate approach to handle missing covariate data within prognostic modelling studies. Therefore a simulation study was performed to assess the effects of different missing data techniques on the performance of a prognostic model.
Datasets were generated to resemble the skewed distributions seen in a motivating breast cancer example. Multivariate missing data were imposed on four covariates using four different mechanisms; missing completely at random (MCAR), missing at random (MAR), missing not at random (MNAR) and a combination of all three mechanisms. Five amounts of incomplete cases from 5% to 75% were considered. Complete case analysis (CC), single imputation (SI) and five multiple imputation (MI) techniques available within the R statistical software were investigated: a) data augmentation (DA) approach assuming a multivariate normal distribution, b) DA assuming a general location model, c) regression switching imputation, d) regression switching with predictive mean matching (MICE-PMM) and e) flexible additive imputation models. A Cox proportional hazards model was fitted and appropriate estimates for the regression coefficients and model performance measures were obtained.
Performing a CC analysis produced unbiased regression estimates, but inflated standard errors, which affected the significance of the covariates in the model with 25% or more missingness. Using SI, underestimated the variability; resulting in poor coverage even with 10% missingness. Of the MI approaches, applying MICE-PMM produced, in general, the least biased estimates and better coverage for the incomplete covariates and better model performance for all mechanisms. However, this MI approach still produced biased regression coefficient estimates for the incomplete skewed continuous covariates when 50% or more cases had missing data imposed with a MCAR, MAR or combined mechanism. When the missingness depended on the incomplete covariates, i.e. MNAR, estimates were biased with more than 10% incomplete cases for all MI approaches.
The results from this simulation study suggest that performing MICE-PMM may be the preferred MI approach provided that less than 50% of the cases have missing data and the missing data are not MNAR.
PMCID: PMC2824146  PMID: 20085642
2.  Growth Modeling with Non-Ignorable Dropout: Alternative Analyses of the STAR*D Antidepressant Trial 
Psychological methods  2011;16(1):17-33.
This paper uses a general latent variable framework to study a series of models for non-ignorable missingness due to dropout. Non-ignorable missing data modeling acknowledges that missingness may depend on not only covariates and observed outcomes at previous time points as with the standard missing at random (MAR) assumption, but also on latent variables such as values that would have been observed (missing outcomes), developmental trends (growth factors), and qualitatively different types of development (latent trajectory classes). These alternative predictors of missing data can be explored in a general latent variable framework using the Mplus program. A flexible new model uses an extended pattern-mixture approach where missingness is a function of latent dropout classes in combination with growth mixture modeling using latent trajectory classes. A new selection model allows not only an influence of the outcomes on missingness, but allows this influence to vary across latent trajectory classes. Recommendations are given for choosing models. The missing data models are applied to longitudinal data from STAR*D, the largest antidepressant clinical trial in the U.S. to date. Despite the importance of this trial, STAR*D growth model analyses using non-ignorable missing data techniques have not been explored until now. The STAR*D data are shown to feature distinct trajectory classes, including a low class corresponding to substantial improvement in depression, a minority class with a U-shaped curve corresponding to transient improvement, and a high class corresponding to no improvement. The analyses provide a new way to assess drug efficiency in the presence of dropout.
PMCID: PMC3060937  PMID: 21381817
Latent trajectory classes; random effects; survival analysis; not missing at random
3.  Linear mixed-effects modeling approach to FMRI group analysis 
NeuroImage  2013;73:176-190.
Conventional group analysis is usually performed with Student-type t-test, regression, or standard AN(C)OVA in which the variance–covariance matrix is presumed to have a simple structure. Some correction approaches are adopted when assumptions about the covariance structure is violated. However, as experiments are designed with different degrees of sophistication, these traditional methods can become cumbersome, or even be unable to handle the situation at hand. For example, most current FMRI software packages have difficulty analyzing the following scenarios at group level: (1) taking within-subject variability into account when there are effect estimates from multiple runs or sessions; (2) continuous explanatory variables (covariates) modeling in the presence of a within-subject (repeated measures) factor, multiple subject-grouping (between-subjects) factors, or the mixture of both; (3) subject-specific adjustments in covariate modeling; (4) group analysis with estimation of hemodynamic response (HDR) function by multiple basis functions; (5) various cases of missing data in longitudinal studies; and (6) group studies involving family members or twins.
Here we present a linear mixed-effects modeling (LME) methodology that extends the conventional group analysis approach to analyze many complicated cases, including the six prototypes delineated above, whose analyses would be otherwise either difficult or unfeasible under traditional frameworks such as AN(C)OVA and general linear model (GLM). In addition, the strength of the LME framework lies in its flexibility to model and estimate the variance–covariance structures for both random effects and residuals. The intraclass correlation (ICC) values can be easily obtained with an LME model with crossed random effects, even at the presence of confounding fixed effects. The simulations of one prototypical scenario indicate that the LME modeling keeps a balance between the control for false positives and the sensitivity for activation detection. The importance of hypothesis formulation is also illustrated in the simulations. Comparisons with alternative group analysis approaches and the limitations of LME are discussed in details.
PMCID: PMC3638840  PMID: 23376789
FMRI group analysis; GLM; AN(C)OVA; LME; ICC; AFNI; R
4.  A Bayesian model for time-to-event data with informative censoring 
Biostatistics (Oxford, England)  2012;13(2):341-354.
Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan–Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval (tk−1,tk], conditional on being at risk at tk−1, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension.
PMCID: PMC3297827  PMID: 22223746
Clinical trials; Hypertension; Ignorability index; Missing data; Pattern-mixture model; TROPHY trial
5.  Fully Bayesian inference under ignorable missingness in the presence of auxiliary covariates 
Biometrics  2013;70(1):62-72.
In order to make a missing at random (MAR) or ignorability assumption realistic, auxiliary covariates are often required. However, the auxiliary covariates are not desired in the model for inference. Typical multiple imputation approaches do not assume that the imputation model marginalizes to the inference model. This has been termed ‘uncongenial’ (Meng, 1994). In order to make the two models congenial (or compatible), we would rather not assume a parametric model for the marginal distribution of the auxiliary covariates, but we typically do not have enough data to estimate the joint distribution well non-parametrically. In addition, when the imputation model uses a non-linear link function (e.g., the logistic link for a binary response), the marginalization over the auxiliary covariates to derive the inference model typically results in a difficult to interpret form for effect of covariates. In this article, we propose a fully Bayesian approach to ensure that the models are compatible for incomplete longitudinal data by embedding an interpretable inference model within an imputation model and that also addresses the two complications described above. We evaluate the approach via simulations and implement it on a recent clinical trial.
PMCID: PMC4007313  PMID: 24571539
Congenial imputation; Multiple imputation; Marginalized models; Auxiliary variable MAR
6.  Flexible marginalized models for bivariate longitudinal ordinal data 
Biostatistics (Oxford, England)  2013;14(3):462-476.
Random effects models are commonly used to analyze longitudinal categorical data. Marginalized random effects models are a class of models that permit direct estimation of marginal mean parameters and characterize serial correlation for longitudinal categorical data via random effects (Heagerty, 1999). Marginally specified logistic-normal models for longitudinal binary data. Biometrics 55, 688–698; Lee and Daniels, 2008. Marginalized models for longitudinal ordinal data with application to quality of life studies. Statistics in Medicine 27, 4359–4380). In this paper, we propose a Kronecker product (KP) covariance structure to capture the correlation between processes at a given time and the correlation within a process over time (serial correlation) for bivariate longitudinal ordinal data. For the latter, we consider a more general class of models than standard (first-order) autoregressive correlation models, by re-parameterizing the correlation matrix using partial autocorrelations (Daniels and Pourahmadi, 2009). Modeling covariance matrices via partial autocorrelations. Journal of Multivariate Analysis 100, 2352–2363). We assess the reasonableness of the KP structure with a score test. A maximum marginal likelihood estimation method is proposed utilizing a quasi-Newton algorithm with quasi-Monte Carlo integration of the random effects. We examine the effects of demographic factors on metabolic syndrome and C-reactive protein using the proposed models.
PMCID: PMC3677737  PMID: 23365416
Kronecker product; Metabolic syndrome; Partial autocorrelation
7.  Imputation strategies for missing binary outcomes in cluster randomized trials 
Attrition, which leads to missing data, is a common problem in cluster randomized trials (CRTs), where groups of patients rather than individuals are randomized. Standard multiple imputation (MI) strategies may not be appropriate to impute missing data from CRTs since they assume independent data. In this paper, under the assumption of missing completely at random and covariate dependent missing, we compared six MI strategies which account for the intra-cluster correlation for missing binary outcomes in CRTs with the standard imputation strategies and complete case analysis approach using a simulation study.
We considered three within-cluster and three across-cluster MI strategies for missing binary outcomes in CRTs. The three within-cluster MI strategies are logistic regression method, propensity score method, and Markov chain Monte Carlo (MCMC) method, which apply standard MI strategies within each cluster. The three across-cluster MI strategies are propensity score method, random-effects (RE) logistic regression approach, and logistic regression with cluster as a fixed effect. Based on the community hypertension assessment trial (CHAT) which has complete data, we designed a simulation study to investigate the performance of above MI strategies.
The estimated treatment effect and its 95% confidence interval (CI) from generalized estimating equations (GEE) model based on the CHAT complete dataset are 1.14 (0.76 1.70). When 30% of binary outcome are missing completely at random, a simulation study shows that the estimated treatment effects and the corresponding 95% CIs from GEE model are 1.15 (0.76 1.75) if complete case analysis is used, 1.12 (0.72 1.73) if within-cluster MCMC method is used, 1.21 (0.80 1.81) if across-cluster RE logistic regression is used, and 1.16 (0.82 1.64) if standard logistic regression which does not account for clustering is used.
When the percentage of missing data is low or intra-cluster correlation coefficient is small, different approaches for handling missing binary outcome data generate quite similar results. When the percentage of missing data is large, standard MI strategies, which do not take into account the intra-cluster correlation, underestimate the variance of the treatment effect. Within-cluster and across-cluster MI strategies (except for random-effects logistic regression MI strategy), which take the intra-cluster correlation into account, seem to be more appropriate to handle the missing outcome from CRTs. Under the same imputation strategy and percentage of missingness, the estimates of the treatment effect from GEE and RE logistic regression models are similar.
PMCID: PMC3055218  PMID: 21324148
8.  Varying-coefficient models for longitudinal processes with continuous-time informative dropout 
Biostatistics (Oxford, England)  2009;11(1):93-110.
Dropout is a common occurrence in longitudinal studies. Building upon the pattern-mixture modeling approach within the Bayesian paradigm, we propose a general framework of varying-coefficient models for longitudinal data with informative dropout, where measurement times can be irregular and dropout can occur at any point in continuous time (not just at observation times) together with administrative censoring. Specifically, we assume that the longitudinal outcome process depends on the dropout process through its model parameters. The unconditional distribution of the repeated measures is a mixture over the dropout (administrative censoring) time distribution, and the continuous dropout time distribution with administrative censoring is left completely unspecified. We use Markov chain Monte Carlo to sample from the posterior distribution of the repeated measures given the dropout (administrative censoring) times; Bayesian bootstrapping on the observed dropout (administrative censoring) times is carried out to obtain marginal covariate effects. We illustrate the proposed framework using data from a longitudinal study of depression in HIV-infected women; the strategy for sensitivity analysis on unverifiable assumption is also demonstrated.
PMCID: PMC2800163  PMID: 19837655
HIV/AIDS; Missing data; Nonparametric regression; Penalized splines
9.  Doubly Robust Estimates for Binary Longitudinal Data Analysis with Missing Response and Missing Covariates 
Biometrics  2011;67(3):10.1111/j.1541-0420.2010.01541.x.
Longitudinal studies often feature incomplete response and covariate data. Likelihood-based methods such as the expectation–maximization algorithm give consistent estimators for model parameters when data are missing at random (MAR) provided that the response model and the missing covariate model are correctly specified; however, we do not need to specify the missing data mechanism. An alternative method is the weighted estimating equation, which gives consistent estimators if the missing data and response models are correctly specified; however, we do not need to specify the distribution of the covariates that have missing values. In this article, we develop a doubly robust estimation method for longitudinal data with missing response and missing covariate when data are MAR. This method is appealing in that it can provide consistent estimators if either the missing data model or the missing covariate model is correctly specified. Simulation studies demonstrate that this method performs well in a variety of situations.
PMCID: PMC3652597  PMID: 21281272
Doubly robust; Estimating equation; Missing at random; Missing covariate; Missing response
10.  A general joint model for longitudinal measurements and competing risks survival data with heterogeneous random effects 
Lifetime data analysis  2010;17(1):80-100.
This article studies a general joint model for longitudinal measurements and competing risks survival data. The model consists of a linear mixed effects sub-model for the longitudinal outcome, a proportional cause-specific hazards frailty sub-model for the competing risks survival data, and a regression sub-model for the variance–covariance matrix of the multivariate latent random effects based on a modified Cholesky decomposition. The model provides a useful approach to adjust for non-ignorable missing data due to dropout for the longitudinal outcome, enables analysis of the survival outcome with informative censoring and intermittently measured time-dependent covariates, as well as joint analysis of the longitudinal and survival outcomes. Unlike previously studied joint models, our model allows for heterogeneous random covariance matrices. It also offers a framework to assess the homogeneous covariance assumption of existing joint models. A Bayesian MCMC procedure is developed for parameter estimation and inference. Its performances and frequentist properties are investigated using simulations. A real data example is used to illustrate the usefulness of the approach.
PMCID: PMC3162577  PMID: 20549344
Cause-specific hazard; Bayesian analysis; Cholesky decomposition; Mixed effects model; MCMC; Modeling covariance matrices
11.  Comparison of imputation methods for handling missing covariate data when fitting a Cox proportional hazards model: a resampling study 
The appropriate handling of missing covariate data in prognostic modelling studies is yet to be conclusively determined. A resampling study was performed to investigate the effects of different missing data methods on the performance of a prognostic model.
Observed data for 1000 cases were sampled with replacement from a large complete dataset of 7507 patients to obtain 500 replications. Five levels of missingness (ranging from 5% to 75%) were imposed on three covariates using a missing at random (MAR) mechanism. Five missing data methods were applied; a) complete case analysis (CC) b) single imputation using regression switching with predictive mean matching (SI), c) multiple imputation using regression switching imputation, d) multiple imputation using regression switching with predictive mean matching (MICE-PMM) and e) multiple imputation using flexible additive imputation models. A Cox proportional hazards model was fitted to each dataset and estimates for the regression coefficients and model performance measures obtained.
CC produced biased regression coefficient estimates and inflated standard errors (SEs) with 25% or more missingness. The underestimated SE after SI resulted in poor coverage with 25% or more missingness. Of the MI approaches investigated, MI using MICE-PMM produced the least biased estimates and better model performance measures. However, this MI approach still produced biased regression coefficient estimates with 75% missingness.
Very few differences were seen between the results from all missing data approaches with 5% missingness. However, performing MI using MICE-PMM may be the preferred missing data approach for handling between 10% and 50% MAR missingness.
PMCID: PMC3019210  PMID: 21194416
12.  Semiparametric Approach for Non-monotone Missing Covariates in a Parametric Regression Model 
Biometrics  2014;70(2):299-311.
Missing covariate data often arise in biomedical studies, and analysis of such data that ignores subjects with incomplete information may lead to inefficient and possibly biased estimates. A great deal of attention has been paid to handling a single missing covariate or a monotone pattern of missing data when the missingness mechanism is missing at random. In this paper, we propose a semiparametric method for handling non-monotone patterns of missing data. The proposed method relies on the assumption that the missingness mechanism of a variable does not depend on the missing variable itself but may depend on the other missing variables. This mechanism is somewhat less general than the completely non-ignorable mechanism but is sometimes more flexible than the missing at random mechanism where the missingness mechansim is allowed to depend only on the completely observed variables. The proposed approach is robust to misspecification of the distribution of the missing covariates, and the proposed mechanism helps to nullify (or reduce) the problems due to non-identifiability that result from the non-ignorable missingness mechanism. The asymptotic properties of the proposed estimator are derived. Finite sample performance is assessed through simulation studies. Finally, for the purpose of illustration we analyze an endometrial cancer dataset and a hip fracture dataset.
PMCID: PMC4061254  PMID: 24571224
Dimension reduction; Estimating equations; Missing at random; Non-ignorable missing data; Robust method
13.  Purposeful Variable Selection and Stratification to Impute Missing FAST Data in Trauma Research 
The Focused Assessment with Sonography for Trauma (FAST) exam is an important variable in many retrospective trauma studies. The purpose of this study was to devise an imputation method to overcome missing data for the FAST exam. Due to variability in patients’ injuries and trauma care, these data are unlikely to be missing completely at random (MCAR), raising concern for validity when analyses exclude patients with missing values.
Imputation was conducted under a less restrictive, more plausible missing at random (MAR) assumption. Patients with missing FAST exams had available data on alternate, clinically relevant elements that were strongly associated with FAST results in complete cases, especially when considered jointly. Subjects with missing data (32.7%) were divided into eight mutually exclusive groups based on selected variables that both described the injury and were associated with missing FAST values. Additional variables were selected within each group to classify missing FAST values as positive or negative, and correct FAST exam classification based on these variables was determined for patients with non-missing FAST values.
Severe head/neck injury (odds ratio, OR=2.04), severe extremity injury (OR=4.03), severe abdominal injury (OR=1.94), no injury (OR=1.94), other abdominal injury (OR=0.47), other head/neck injury (OR=0.57) and other extremity injury (OR=0.45) groups had significant ORs for missing data; the other group odds ratio was not significant (OR=0.84). All 407 missing FAST values were imputed, with 109 classified as positive. Correct classification of non-missing FAST results using the alternate variables was 87.2%.
Purposeful imputation for missing FAST exams based on interactions among selected variables assessed by simple stratification may be a useful adjunct to sensitivity analysis in the evaluation of imputation strategies under different missing data mechanisms. This approach has the potential for widespread application in clinical and translational research and validation is warranted.
Level of Evidence
Level II Prognostic or Epidemiological
PMCID: PMC3744188  PMID: 23778515
FAST exam; imputation; MCAR; MAR
14.  Structured measurement error in nutritional epidemiology: applications in the Pregnancy, Infection, and Nutrition (PIN) Study 
Preterm birth, defined as delivery before 37 completed weeks’ gestation, is a leading cause of infant morbidity and mortality. Identifying factors related to preterm delivery is an important goal of public health professionals who wish to identify etiologic pathways to target for prevention. Validation studies are often conducted in nutritional epidemiology in order to study measurement error in instruments that are generally less invasive or less expensive than ”gold standard” instruments. Data from such studies are then used in adjusting estimates based on the full study sample. However, measurement error in nutritional epidemiology has recently been shown to be complicated by correlated error structures in the study-wide and validation instruments. Investigators of a study of preterm birth and dietary intake designed a validation study to assess measurement error in a food frequency questionnaire (FFQ) administered during pregnancy and with the secondary goal of assessing whether a single administration of the FFQ could be used to describe intake over the relatively short pregnancy period, in which energy intake typically increases. Here, we describe a likelihood-based method via Markov Chain Monte Carlo to estimate the regression coefficients in a generalized linear model relating preterm birth to covariates, where one of the covariates is measured with error and the multivariate measurement error model has correlated errors among contemporaneous instruments (i.e. FFQs, 24-hour recalls, and/or biomarkers). Because of constraints on the covariance parameters in our likelihood, identifiability for all the variance and covariance parameters is not guaranteed and, therefore, we derive the necessary and suficient conditions to identify the variance and covariance parameters under our measurement error model and assumptions. We investigate the sensitivity of our likelihood-based model to distributional assumptions placed on the true folate intake by employing semi-parametric Bayesian methods through the mixture of Dirichlet process priors framework. We exemplify our methods in a recent prospective cohort study of risk factors for preterm birth. We use long-term folate as our error-prone predictor of interest, the food-frequency questionnaire (FFQ) and 24-hour recall as two biased instruments, and serum folate biomarker as the unbiased instrument. We found that folate intake, as measured by the FFQ, led to a conservative estimate of the estimated odds ratio of preterm birth (0.76) when compared to the odds ratio estimate from our likelihood-based approach, which adjusts for the measurement error (0.63). We found that our parametric model led to similar conclusions to the semi-parametric Bayesian model.
PMCID: PMC2440718  PMID: 18584067
Adaptive-Rejection Sampling; Dirichlet process prior; MCMC; Semiparametric Bayes
15.  Dealing with missing data in the Center for Epidemiologic Studies Depression self-report scale: a study based on the French E3N cohort 
The Center for Epidemiologic Studies - Depression scale (CES-D) is a validated tool commonly used to screen depressive symptoms. As with any self-administered questionnaire, missing data are frequently observed and can strongly bias any inference. The objective of this study was to investigate the best approach for handling missing data in the CES-D scale.
Among the 71,412 women from the French E3N prospective cohort (Etude Epidémiologique auprès des femmes de la Mutuelle Générale de l’Education Nationale) who returned the questionnaire comprising the CES-D scale in 2005, 45% had missing values in the scale. The reasons for failure to complete certain items were investigated by semi-directive interviews on a random sample of 204 participants. The prevalence of high depressive symptoms (score ≥16, hDS) was estimated after applying various methods for ignorable missing data including multiple imputation using imputation models with CES-D items with or without covariates. The accuracy of imputation models was investigated. Various scenarios of nonignorable missing data mechanisms were investigated by a sensitivity analysis based on the mixture modelling approach.
The interviews showed that participants were not reluctant to answer the CES-D scale. Possible reasons for nonresponse were identified. The prevalence of hDS among complete responders was 26.1%. After multiple imputation, the prevalence was 28.6%, 29.8% and 31.7% for women presenting up to 4, 10 and 20 missing values, respectively. The estimates were robust to the various imputation models investigated and to the scenarios of nonignorable missing data.
The CES-D scale can easily be used in large cohorts even in the presence of missing data. Based on the results from both a qualitative study and a sensitivity analysis under various scenarios of missing data mechanism in a population of women, missing data mechanism does not appear to be nonignorable and estimates are robust to departures from ignorability. Multiple imputation is recommended to reliably handle missing data in the CES-D scale.
PMCID: PMC3602286  PMID: 23433105
CES-D; Cohort; Missing data; Multiple imputation; Non ignorable; Sensitivity analysis
16.  Multiple Imputation of Missing Covariates in NONMEM and Evaluation of the Method’s Sensitivity to η-Shrinkage 
The AAPS Journal  2013;15(4):1035-1042.
Multiple imputation (MI) is an approach widely used in statistical analysis of incomplete data. However, its application to missing data problems in nonlinear mixed-effects modelling is limited. The objective was to implement a four-step MI method for handling missing covariate data in NONMEM and to evaluate the method’s sensitivity to η-shrinkage. Four steps were needed; (1) estimation of empirical Bayes estimates (EBEs) using a base model without the partly missing covariate, (2) a regression model for the covariate values given the EBEs from subjects with covariate information, (3) imputation of covariates using the regression model and (4) estimation of the population model. Steps (3) and (4) were repeated several times. The procedure was automated in PsN and is now available as the mimp functionality ( The method’s sensitivity to shrinkage in EBEs was evaluated in a simulation study where the covariate was missing according to a missing at random type of missing data mechanism. The η-shrinkage was increased in steps from 4.5 to 54%. Two hundred datasets were simulated and analysed for each scenario. When shrinkage was low the MI method gave unbiased and precise estimates of all population parameters. With increased shrinkage the estimates became less precise but remained unbiased.
PMCID: PMC3787209  PMID: 23868748
covariates; missing data; multiple imputation; NONMEM
17.  Doubly Robust Nonparametric Multiple Imputation for Ignorable Missing Data 
Statistica Sinica  2012;22:149-172.
Missing data are common in medical and social science studies and often pose a serious challenge in data analysis. Multiple imputation methods are popular and natural tools for handling missing data, replacing each missing value with a set of plausible values that represent the uncertainty about the underlying values. We consider a case of missing at random (MAR) and investigate the estimation of the marginal mean of an outcome variable in the presence of missing values when a set of fully observed covariates is available. We propose a new nonparametric multiple imputation (MI) approach that uses two working models to achieve dimension reduction and define the imputing sets for the missing observations. Compared with existing nonparametric imputation procedures, our approach can better handle covariates of high dimension, and is doubly robust in the sense that the resulting estimator remains consistent if either of the working models is correctly specified. Compared with existing doubly robust methods, our nonparametric MI approach is more robust to the misspecification of both working models; it also avoids the use of inverse-weighting and hence is less sensitive to missing probabilities that are close to 1. We propose a sensitivity analysis for evaluating the validity of the working models, allowing investigators to choose the optimal weights so that the resulting estimator relies either completely or more heavily on the working model that is likely to be correctly specified and achieves improved efficiency. We investigate the asymptotic properties of the proposed estimator, and perform simulation studies to show that the proposed method compares favorably with some existing methods in finite samples. The proposed method is further illustrated using data from a colorectal adenoma study.
PMCID: PMC3280694  PMID: 22347786
Doubly robust; Missing at random; Multiple imputation; Nearest neighbor; Nonparametric imputation; Sensitivity analysis
18.  Multiple imputation for an incomplete covariate that is a ratio 
Statistics in Medicine  2013;33(1):88-104.
We are concerned with multiple imputation of the ratio of two variables, which is to be used as a covariate in a regression analysis. If the numerator and denominator are not missing simultaneously, it seems sensible to make use of the observed variable in the imputation model. One such strategy is to impute missing values for the numerator and denominator, or the log-transformed numerator and denominator, and then calculate the ratio of interest; we call this ‘passive’ imputation. Alternatively, missing ratio values might be imputed directly, with or without the numerator and/or the denominator in the imputation model; we call this ‘active’ imputation. In two motivating datasets, one involving body mass index as a covariate and the other involving the ratio of total to high-density lipoprotein cholesterol, we assess the sensitivity of results to the choice of imputation model and, as an alternative, explore fully Bayesian joint models for the outcome and incomplete ratio. Fully Bayesian approaches using Winbugs were unusable in both datasets because of computational problems. In our first dataset, multiple imputation results are similar regardless of the imputation model; in the second, results are sensitive to the choice of imputation model. Sensitivity depends strongly on the coefficient of variation of the ratio's denominator. A simulation study demonstrates that passive imputation without transformation is risky because it can lead to downward bias when the coefficient of variation of the ratio's denominator is larger than about 0.1. Active imputation or passive imputation after log-transformation is preferable. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.
PMCID: PMC3920636  PMID: 23922236
missing data; multiple imputation; ratios; compatibility
19.  An exploration of the missing data mechanism in an Internet based smoking cessation trial 
Missing outcome data are very common in smoking cessation trials. It is often assumed that all such missing data are from participants who have been unsuccessful in giving up smoking (“missing=smoking”). Here we use data from a recent Internet based smoking cessation trial in order to investigate which of a set of a priori chosen baseline variables are predictive of missingness, and the evidence for and against the “missing=smoking” assumption.
We use a selection model, which models the probability that the outcome is observed given the outcome and other variables. The selection model includes a parameter for which zero indicates that the data are Missing at Random (MAR) and large values indicate “missing=smoking”. We examine the evidence for the predictive power of baseline variables in the context of a sensitivity analysis. We use data on the number and type of attempts made to obtain outcome data in order to estimate the association between smoking status and the missing data indicator.
We apply our methods to the iQuit smoking cessation trial data. From the sensitivity analysis, we obtain strong evidence that older participants are more likely to provide outcome data. The model for the number and type of attempts to obtain outcome data confirms that age is a good predictor of missing data. There is weak evidence from this model that participants who have successfully given up smoking are more likely to provide outcome data but this evidence does not support the “missing=smoking” assumption. The probability that participants with missing outcome data are not smoking at the end of the trial is estimated to be between 0.14 and 0.19.
Those conducting smoking cessation trials, and wishing to perform an analysis that assumes the data are MAR, should collect and incorporate baseline variables into their models that are thought to be good predictors of missing data in order to make this assumption more plausible. However they should also consider the possibility of Missing Not at Random (MNAR) models that make or allow for less extreme assumptions than “missing=smoking”.
PMCID: PMC3507670  PMID: 23067272
20.  Evaluation of two-fold fully conditional specification multiple imputation for longitudinal electronic health record data 
Statistics in Medicine  2014;33(21):3725-3737.
Most implementations of multiple imputation (MI) of missing data are designed for simple rectangular data structures ignoring temporal ordering of data. Therefore, when applying MI to longitudinal data with intermittent patterns of missing data, some alternative strategies must be considered. One approach is to divide data into time blocks and implement MI independently at each block. An alternative approach is to include all time blocks in the same MI model. With increasing numbers of time blocks, this approach is likely to break down because of co-linearity and over-fitting. The new two-fold fully conditional specification (FCS) MI algorithm addresses these issues, by only conditioning on measurements, which are local in time. We describe and report the results of a novel simulation study to critically evaluate the two-fold FCS algorithm and its suitability for imputation of longitudinal electronic health records. After generating a full data set, approximately 70% of selected continuous and categorical variables were made missing completely at random in each of ten time blocks. Subsequently, we applied a simple time-to-event model. We compared efficiency of estimated coefficients from a complete records analysis, MI of data in the baseline time block and the two-fold FCS algorithm. The results show that the two-fold FCS algorithm maximises the use of data available, with the gain relative to baseline MI depending on the strength of correlations within and between variables. Using this approach also increases plausibility of the missing at random assumption by using repeated measures over time of variables whose baseline values may be missing.
PMCID: PMC4285297  PMID: 24782349
multiple imputation; missing data; partially observed; longitudinal electronic health records
21.  A Bayesian model for longitudinal count data with non-ignorable dropout 
Asthma is an important chronic disease of childhood. An intervention programme for managing asthma was designed on principles of self-regulation and was evaluated by a randomized longitudinal study.The study focused on several outcomes, and, typically, missing data remained a pervasive problem. We develop a pattern–mixture model to evaluate the outcome of intervention on the number of hospitalizations with non-ignorable dropouts. Pattern–mixture models are not generally identifiable as no data may be available to estimate a number of model parameters. Sensitivity analyses are performed by imposing structures on the unidentified parameters.We propose a parameterization which permits sensitivity analyses on clustered longitudinal count data that have missing values due to non-ignorable missing data mechanisms. This parameterization is expressed as ratios between event rates across missing data patterns and the observed data pattern and thus measures departures from an ignorable missing data mechanism. Sensitivity analyses are performed within a Bayesian framework by averaging over different prior distributions on the event ratios. This model has the advantage of providing an intuitive and flexible framework for incorporating the uncertainty of the missing data mechanism in the final analysis.
PMCID: PMC2975948  PMID: 21072316
Gibbs sampling; Longitudinal data; Non-linear mixed effects models; Poisson outcomes; Randomized trials; Transition Markov models
22.  The impact of missing data on analyses of a time-dependent exposure in a longitudinal cohort: a simulation study 
Missing data often cause problems in longitudinal cohort studies with repeated follow-up waves. Research in this area has focussed on analyses with missing data in repeated measures of the outcome, from which participants with missing exposure data are typically excluded. We performed a simulation study to compare complete-case analysis with Multiple imputation (MI) for dealing with missing data in an analysis of the association of waist circumference, measured at two waves, and the risk of colorectal cancer (a completely observed outcome).
We generated 1,000 datasets of 41,476 individuals with values of waist circumference at waves 1 and 2 and times to the events of colorectal cancer and death to resemble the distributions of the data from the Melbourne Collaborative Cohort Study. Three proportions of missing data (15, 30 and 50%) were imposed on waist circumference at wave 2 using three missing data mechanisms: Missing Completely at Random (MCAR), and a realistic and a more extreme covariate-dependent Missing at Random (MAR) scenarios. We assessed the impact of missing data on two epidemiological analyses: 1) the association between change in waist circumference between waves 1 and 2 and the risk of colorectal cancer, adjusted for waist circumference at wave 1; and 2) the association between waist circumference at wave 2 and the risk of colorectal cancer, not adjusted for waist circumference at wave 1.
We observed very little bias for complete-case analysis or MI under all missing data scenarios, and the resulting coverage of interval estimates was near the nominal 95% level. MI showed gains in precision when waist circumference was included as a strong auxiliary variable in the imputation model.
This simulation study, based on data from a longitudinal cohort study, demonstrates that there is little gain in performing MI compared to a complete-case analysis in the presence of up to 50% missing data for the exposure of interest when the data are MCAR, or missing dependent on covariates. MI will result in some gain in precision if a strong auxiliary variable that is not in the analysis model is included in the imputation model.
PMCID: PMC3751092  PMID: 23947681
Simulation study; Missing exposure; Multiple imputation; Complete-case analysis; Repeated exposure measurement
23.  Efficient Analysis of Q-Level Nested Hierarchical General Linear Models Given Ignorable Missing Data 
The international journal of biostatistics  2013;9(1):10.1515/ijb-2012-0048 /j/ijb.2013.9.issue-1/ijb-2012-0048/ijb-2012-0048.xml.
This paper extends single-level missing data methods to efficient estimation of a Q-level nested hierarchical general linear model given ignorable missing data with a general missing pattern at any of the Q levels. The key idea is to reexpress a desired hierarchical model as the joint distribution of all variables including the outcome that are subject to missingness, conditional on all of the covariates that are completely observed; and to estimate the joint model under normal theory. The unconstrained joint model, however, identifies extraneous parameters that are not of interest in subsequent analysis of the hierarchical model, and that rapidly multiply as the number of levels, the number of variables subject to missingness, and the number of random coefficients grow. Therefore, the joint model may be extremely high dimensional and difficult to estimate well unless constraints are imposed to avoid the proliferation of extraneous covariance components at each level. Furthermore, the over-identified hierarchical model may produce considerably biased inferences. The challenge is to represent the constraints within the framework of the Q-level model in a way that is uniform without regard to Q; in a way that facilitates efficient computation for any number of Q levels; and also in a way that produces unbiased and efficient analysis of the hierarchical model. Our approach yields Q-step recursive estimation and imputation procedures whose qth step computation involves only level-q data given higher-level computation components. We illustrate the approach with a study of the growth in body mass index analyzing a national sample of elementary school children.
PMCID: PMC3898356  PMID: 24077621
Child Health; Hierarchical General Linear Model; Ignorable Missing Data; Maximum Likelihood; Multiple Imputation
24.  What's hampering measurement invariance: detecting non-invariant items using clusterwise simultaneous component analysis 
The issue of measurement invariance is ubiquitous in the behavioral sciences nowadays as more and more studies yield multivariate multigroup data. When measurement invariance cannot be established across groups, this is often due to different loadings on only a few items. Within the multigroup CFA framework, methods have been proposed to trace such non-invariant items, but these methods have some disadvantages in that they require researchers to run a multitude of analyses and in that they imply assumptions that are often questionable. In this paper, we propose an alternative strategy which builds on clusterwise simultaneous component analysis (SCA). Clusterwise SCA, being an exploratory technique, assigns the groups under study to a few clusters based on differences and similarities in the component structure of the items, and thus based on the covariance matrices. Non-invariant items can then be traced by comparing the cluster-specific component loadings via congruence coefficients, which is far more parsimonious than comparing the component structure of all separate groups. In this paper we present a heuristic for this procedure. Afterwards, one can return to the multigroup CFA framework and check whether removing the non-invariant items or removing some of the equality restrictions for these items, yields satisfactory invariance test results. An empirical application concerning cross-cultural emotion data is used to demonstrate that this novel approach is useful and can co-exist with the traditional CFA approaches.
PMCID: PMC4064661  PMID: 24999335
measurement bias; configural invariance; weak invariance; metric invariance
25.  Sensitivity Analysis of Multiple Informant Models When Data are Not Missing at Random 
Missing data are common in studies that rely on multiple informant data to evaluate relationships among variables for distinguishable individuals clustered within groups. Estimation of structural equation models using raw data allows for incomplete data, and so all groups may be retained even if only one member of a group contributes data. Statistical inference is based on the assumption that data are missing completely at random or missing at random. Importantly, whether or not data are missing is assumed to be independent of the missing data. A saturated correlates model that incorporates correlates of the missingness or the missing data into an analysis and multiple imputation that may also use such correlates offer advantages over the standard implementation of SEM when data are not missing at random because these approaches may result in a data analysis problem for which the missingness is ignorable. This paper considers these approaches in an analysis of family data to assess the sensitivity of parameter estimates to assumptions about missing data, a strategy that may be easily implemented using SEM software.
PMCID: PMC4162658  PMID: 25221420

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