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Addressing Missing Data Mechanism Uncertainty using Multiple-Model Multiple Imputation: Application to a Longitudinal Clinical Trial.


ABSTRACT: We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the missing data mechanism. Parameter estimates based on the different imputation models are combined using rules for nested multiple imputation. Through the use of simulation, we investigate the impact of missing data mechanism uncertainty on post-imputation inferences and show that incorporating this uncertainty can increase the coverage of parameter estimates. We apply our method to a longitudinal clinical trial of low-income women with depression where nonignorably missing data were a concern. We show that different assumptions regarding the missing data mechanism can have a substantial impact on inferences. Our method provides a simple approach for formalizing subjective notions regarding nonresponse so that they can be easily stated, communicated, and compared.

SUBMITTER: Siddique J 

PROVIDER: S-EPMC3596844 | biostudies-literature | 2012 Dec

REPOSITORIES: biostudies-literature

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Addressing Missing Data Mechanism Uncertainty using Multiple-Model Multiple Imputation: Application to a Longitudinal Clinical Trial.

Siddique Juned J   Harel Ofer O   Crespi Catherine M CM  

The annals of applied statistics 20121201 4


We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the missing data mechanism. Parameter estimates based on the different imputation models are combined using rules for nested multiple imputation. Through the use of simulation, we investigate the impact of missing data mechanism uncertainty on post-imputation inference  ...[more]

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