Multiple imputation for harmonizing longitudinal non‐commensurate measures in individual participant data meta‐analysis

There are many advantages to individual participant data meta‐analysis for combining data from multiple studies. These advantages include greater power to detect effects, increased sample heterogeneity, and the ability to perform more sophisticated analyses than meta‐analyses that rely on published results. However, a fundamental challenge is that it is unlikely that variables of interest are measured the same way in all of the studies to be combined. We propose that this situation can be viewed as a missing data problem in which some outcomes are entirely missing within some trials and use multiple imputation to fill in missing measurements. We apply our method to five longitudinal adolescent depression trials where four studies used one depression measure and the fifth study used a different depression measure. None of the five studies contained both depression measures. We describe a multiple imputation approach for filling in missing depression measures that makes use of external calibration studies in which both depression measures were used. We discuss some practical issues in developing the imputation model including taking into account treatment group and study. We present diagnostics for checking the fit of the imputation model and investigate whether external information is appropriately incorporated into the imputed values. Copyright © 2015 John Wiley & Sons, Ltd.     

Cumulative sojourn time in longitudinal studies: a sequential imputation method to handle missing health state data due to dropout

Missing data are ubiquitous in longitudinal studies. In this paper, we propose an imputation procedure to handle dropouts in longitudinal studies. By taking advantage of the monotone missing pattern resulting from dropouts, our imputation procedure can be carried out sequentially, which substantially reduces the computation complexity. In addition, at each step of the sequential imputation, we set up a model selection mechanism that chooses between a parametric model and a nonparametric model to impute each missing observation. Unlike usual model selection procedures that aim at finding a single model fitting the entire data set well, our model selection procedure is customized to find a suitable model for the prediction of each missing observation. Copyright © 2014 John Wiley & Sons, Ltd.     

Dealing with missing covariates in epidemiologic studies: a comparison between multiple imputation and a full Bayesian approach

Incomplete data are generally a challenge to the analysis of most large studies. The current gold standard to account for missing data is multiple imputation, and more specifically multiple imputation with chained equations (MICE). Numerous studies have been conducted to illustrate the performance of MICE for missing covariate data. The results show that the method works well in various situations. However, less is known about its performance in more complex models, specifically when the outcome is multivariate as in longitudinal studies. In current practice, the multivariate nature of the longitudinal outcome is often neglected in the imputation procedure, or only the baseline outcome is used to impute missing covariates. In this work, we evaluate the performance of MICE using different strategies to include a longitudinal outcome into the imputation models and compare it with a fully Bayesian approach that jointly imputes missing values and estimates the parameters of the longitudinal model. Results from simulation and a real data example show that MICE requires the analyst to correctly specify which components of the longitudinal process need to be included in the imputation models in order to obtain unbiased results. The full Bayesian approach, on the other hand, does not require the analyst to explicitly specify how the longitudinal outcome enters the imputation models. It performed well under different scenarios. Copyright © 2016 John Wiley & Sons, Ltd.     

Nonlinear multiple imputation for continuous covariate within semiparametric Cox model: application to HIV data in Senegal

Multiple imputation is commonly used to impute missing covariate in Cox semiparametric regression setting. It is to fill each missing data with more plausible values, via a Gibbs sampling procedure, specifying an imputation model for each missing variable. This imputation method is implemented in several softwares that offer imputation models steered by the shape of the variable to be imputed, but all these imputation models make an assumption of linearity on covariates effect. However, this assumption is not often verified in practice as the covariates can have a nonlinear effect. Such a linear assumption can lead to a misleading conclusion because imputation model should be constructed to reflect the true distributional relationship between the missing values and the observed values. To estimate nonlinear effects of continuous time invariant covariates in imputation model, we propose a method based on B‐splines function. To assess the performance of this method, we conducted a simulation study, where we compared the multiple imputation method using Bayesian splines imputation model with multiple imputation using Bayesian linear imputation model in survival analysis setting. We evaluated the proposed method on the motivated data set collected in HIV‐infected patients enrolled in an observational cohort study in Senegal, which contains several incomplete variables. We found that our method performs well to estimate hazard ratio compared with the linear imputation methods, when data are missing completely at random, or missing at random. Copyright © 2013 John Wiley & Sons, Ltd.     

A functional multiple imputation approach to incomplete longitudinal data

In designed longitudinal studies, information from the same set of subjects are collected repeatedly over time. The longitudinal measurements are often subject to missing data which impose an analytic challenge. We propose a functional multiple imputation approach modeling longitudinal response profiles as smooth curves of time under a functional mixed effects model. We develop a Gibbs sampling algorithm to draw model parameters and imputations for missing values, using a blocking technique for an increased computational efficiency. In an illustrative example, we apply a multiple imputation analysis to data from the Panel Study of Income Dynamics and the Child Development Supplement to investigate the gradient effect of family income on children's health status. Our simulation study demonstrates that this approach performs well under varying modeling assumptions on the time trajectory functions and missingness patterns.     

An analytic method for the placebo‐based pattern‐mixture model

Pattern‐mixture models provide a general and flexible framework for sensitivity analyses of nonignorable missing data. The placebo‐based pattern‐mixture model (Little and Yau, Biometrics 1996; 52 :1324–1333) treats missing data in a transparent and clinically interpretable manner and has been used as sensitivity analysis for monotone missing data in longitudinal studies. The standard multiple imputation approach (Rubin, Multiple Imputation for Nonresponse in Surveys, 1987) is often used to implement the placebo‐based pattern‐mixture model. We show that Rubin's variance estimate of the multiple imputation estimator of treatment effect can be overly conservative in this setting. As an alternative to multiple imputation, we derive an analytic expression of the treatment effect for the placebo‐based pattern‐mixture model and propose a posterior simulation or delta method for the inference about the treatment effect. Simulation studies demonstrate that the proposed methods provide consistent variance estimates and outperform the imputation methods in terms of power for the placebo‐based pattern‐mixture model. We illustrate the methods using data from a clinical study of major depressive disorders. Copyright © 2013 John Wiley & Sons, Ltd.     

Analyzing clinical trial outcomes based on incomplete daily diary reports

A case study is presented assessing the impact of missing data on the analysis of daily diary data from a study evaluating the effect of a drug for the treatment of insomnia. The primary analysis averaged daily diary values for each patient into a weekly variable. Following the commonly used approach, missing daily values within a week were ignored provided there was a minimum number of diary reports (i.e., at least 4). A longitudinal model was then fit with treatment, time, and patient‐specific effects. A treatment effect at a pre‐specified landmark time was obtained from the model. Weekly values following dropout were regarded as missing, but intermittent daily missing values were obscured. Graphical summaries and tables are presented to characterize the complex missing data patterns. We use multiple imputation for daily diary data to create completed data sets so that exactly 7 daily diary values contribute to each weekly patient average. Standard analysis methods are then applied for landmark analysis of the completed data sets, and the resulting estimates are combined using the standard multiple imputation approach. The observed data are subject to digit heaping and patterned responses (e.g., identical values for several consecutive days), which makes accurate modeling of the response data difficult. Sensitivity analyses under different modeling assumptions for the data were performed, along with pattern mixture models assessing the sensitivity to the missing at random assumption. The emphasis is on graphical displays and computational methods that can be implemented with general‐purpose software. Copyright © 2016 John Wiley & Sons, Ltd.     

Multiple imputation for handling systematically missing confounders in meta‐analysis of individual participant data

A variable is ‘systematically missing’ if it is missing for all individuals within particular studies in an individual participant data meta‐analysis. When a systematically missing variable is a potential confounder in observational epidemiology, standard methods either fail to adjust the exposure–disease association for the potential confounder or exclude studies where it is missing. We propose a new approach to adjust for systematically missing confounders based on multiple imputation by chained equations. Systematically missing data are imputed via multilevel regression models that allow for heterogeneity between studies. A simulation study compares various choices of imputation model. An illustration is given using data from eight studies estimating the association between carotid intima media thickness and subsequent risk of cardiovascular events. Results are compared with standard methods and also with an extension of a published method that exploits the relationship between fully adjusted and partially adjusted estimated effects through a multivariate random effects meta‐analysis model. We conclude that multiple imputation provides a practicable approach that can handle arbitrary patterns of systematic missingness. Bias is reduced by including sufficient between‐study random effects in the imputation model. Copyright © 2013 John Wiley & Sons, Ltd.     

A bias‐corrected estimator in multiple imputation for missing data

Multiple imputation (MI) is one of the most popular methods to deal with missing data, and its use has been rapidly increasing in medical studies. Although MI is rather appealing in practice since it is possible to use ordinary statistical methods for a complete data set once the missing values are fully imputed, the method of imputation is still problematic. If the missing values are imputed from some parametric model, the validity of imputation is not necessarily ensured, and the final estimate for a parameter of interest can be biased unless the parametric model is correctly specified. Nonparametric methods have been also proposed for MI, but it is not so straightforward as to produce imputation values from nonparametrically estimated distributions. In this paper, we propose a new method for MI to obtain a consistent (or asymptotically unbiased) final estimate even if the imputation model is misspecified. The key idea is to use an imputation model from which the imputation values are easily produced and to make a proper correction in the likelihood function after the imputation by using the density ratio between the imputation model and the true conditional density function for the missing variable as a weight. Although the conditional density must be nonparametrically estimated, it is not used for the imputation. The performance of our method is evaluated by both theory and simulation studies. A real data analysis is also conducted to illustrate our method by using the Duke Cardiac Catheterization Coronary Artery Disease Diagnostic Dataset.     

不同缺失机制并存时应答偏倚校正方法在医保学生医疗费用调查中的应用

在研究2012年太原市城镇居民医保参保学生(幼儿园至大学)的医疗费用及其影响因素时, 发现因变量数据中同时存在随机无应答偏倚(随机缺失)和选择性偏倚(非随机缺失), 为此本研究提出一个多重填补与样本选择模型相结合的两阶段策略, 同时校正这两种偏倚。实例中经过两阶段抽样、问卷调查, 整理获得合格数据1 190例, 因变量中存在2.52%非随机缺失和7.14%随机缺失。第一阶段利用完整数据对随机缺失进行多重填补, 第二阶段对填补后的数据利用样本选择模型校正非随机缺失, 同时建立多因素分析模型。通过1 000次两阶段校正模拟研究比较4种不同多重填补方法, 得出在此缺失比例组合下预测均数匹配法与样本选择模型结合的校正效果最优。最终在实例分析中得到影响太原市居民医保参保学生年度医疗费用的因素有被调查者类型、家庭年毛收入、对医疗费用水平的承受程度、慢性病、到社区卫生服务或私人诊所就诊、到医院门诊就诊、住院、是否有应住院而未住院情况、自我医疗、可接受的自付医疗费用比例。表明应用多重填补与样本选择模型相结合的两阶段校正方法, 可有效校正调查数据因变量中存在的随机无应答偏倚和选择性偏倚。     

Binary variable multiple‐model multiple imputation to address missing data mechanism uncertainty: application to a smoking cessation trial

The true missing data mechanism is never known in practice. We present a method for generating multiple imputations for binary variables, which formally incorporates missing data mechanism uncertainty. Imputations are generated from a distribution of imputation models rather than a single model, with the distribution reflecting subjective notions of missing data mechanism uncertainty. Parameter estimates and standard errors are obtained using rules for nested multiple imputation. Using 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 smoking cessation trial where nonignorably missing data were a concern. Our method provides a simple approach for formalizing subjective notions regarding nonresponse and can be implemented using existing imputation software. Copyright © 2014 John Wiley & Sons, Ltd.     

Combining multiple imputation and meta‐analysis with individual participant data

Multiple imputation is a strategy for the analysis of incomplete data such that the impact of the missingness on the power and bias of estimates is mitigated. When data from multiple studies are collated, we can propose both within‐study and multilevel imputation models to impute missing data on covariates. It is not clear how to choose between imputation models or how to combine imputation and inverse‐variance weighted meta‐analysis methods. This is especially important as often different studies measure data on different variables, meaning that we may need to impute data on a variable which is systematically missing in a particular study. In this paper, we consider a simulation analysis of sporadically missing data in a single covariate with a linear analysis model and discuss how the results would be applicable to the case of systematically missing data. We find in this context that ensuring the congeniality of the imputation and analysis models is important to give correct standard errors and confidence intervals. For example, if the analysis model allows between‐study heterogeneity of a parameter, then we should incorporate this heterogeneity into the imputation model to maintain the congeniality of the two models. In an inverse‐variance weighted meta‐analysis, we should impute missing data and apply Rubin's rules at the study level prior to meta‐analysis, rather than meta‐analyzing each of the multiple imputations and then combining the meta‐analysis estimates using Rubin's rules. We illustrate the results using data from the Emerging Risk Factors Collaboration. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.     

Imputation of systematically missing predictors in an individual participant data meta‐analysis: a generalized approach using MICE

Individual participant data meta‐analyses (IPD‐MA) are increasingly used for developing and validating multivariable (diagnostic or prognostic) risk prediction models. Unfortunately, some predictors or even outcomes may not have been measured in each study and are thus systematically missing in some individual studies of the IPD‐MA. As a consequence, it is no longer possible to evaluate between‐study heterogeneity and to estimate study‐specific predictor effects, or to include all individual studies, which severely hampers the development and validation of prediction models. Here, we describe a novel approach for imputing systematically missing data and adopt a generalized linear mixed model to allow for between‐study heterogeneity. This approach can be viewed as an extension of Resche‐Rigon's method (Stat Med 2013), relaxing their assumptions regarding variance components and allowing imputation of linear and nonlinear predictors. We illustrate our approach using a case study with IPD‐MA of 13 studies to develop and validate a diagnostic prediction model for the presence of deep venous thrombosis. We compare the results after applying four methods for dealing with systematically missing predictors in one or more individual studies: complete case analysis where studies with systematically missing predictors are removed, traditional multiple imputation ignoring heterogeneity across studies, stratified multiple imputation accounting for heterogeneity in predictor prevalence, and multilevel multiple imputation (MLMI) fully accounting for between‐study heterogeneity. We conclude that MLMI may substantially improve the estimation of between‐study heterogeneity parameters and allow for imputation of systematically missing predictors in IPD‐MA aimed at the development and validation of prediction models. Copyright © 2015 John Wiley & Sons, Ltd.     

Diagnosing imputation models by applying target analyses to posterior replicates of completed data

Multiple imputation fills in missing data with posterior predictive draws from imputation models. To assess the adequacy of imputation models, we can compare completed data with their replicates simulated under the imputation model. We apply analyses of substantive interest to both datasets and use posterior predictive checks of the differences of these estimates to quantify the evidence of model inadequacy. We can further integrate out the imputed missing data and their replicates over the completed-data analyses to reduce variance in the comparison. In many cases, the checking procedure can be easily implemented using standard imputation software by treating re-imputations under the model as posterior predictive replicates. Thus, it can be applied for non-Bayesian imputation methods. We also sketch several strategies for applying the method in the context of practical imputation analyses. We illustrate the method using two real data applications and study its property using a simulation.     

Multiple imputation for an incomplete covariate that is a ratio

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.     

Population-calibrated multiple imputation for a binary/categorical covariate in categorical regression models

Multiple imputation (MI) has become popular for analyses with missing data in medical research. The standard implementation of MI is based on the assumption of data being missing at random (MAR). However, for missing data generated by missing not at random mechanisms, MI performed assuming MAR might not be satisfactory. For an incomplete variable in a given data set, its corresponding population marginal distribution might also be available in an external data source. We show how this information can be readily utilised in the imputation model to calibrate inference to the population by incorporating an appropriately calculated offset termed the “calibrated-δ adjustment.” We describe the derivation of this offset from the population distribution of the incomplete variable and show how, in applications, it can be used to closely (and often exactly) match the post-imputation distribution to the population level. Through analytic and simulation studies, we show that our proposed calibrated-δ adjustment MI method can give the same inference as standard MI when data are MAR, and can produce more accurate inference under two general missing not at random missingness mechanisms. The method is used to impute missing ethnicity data in a type 2 diabetes prevalence case study using UK primary care electronic health records, where it results in scientifically relevant changes in inference for non-White ethnic groups compared with standard MI. Calibrated-δ adjustment MI represents a pragmatic approach for utilising available population-level information in a sensitivity analysis to explore potential departures from the MAR assumption.     

Missing data strategies for time-varying confounders in comparative effectiveness studies of non-missing time-varying exposures and right-censored outcomes

The treatment of missing data in comparative effectiveness studies with right-censored outcomes and time-varying covariates is challenging because of the multilevel structure of the data. In particular, the performance of an accessible method like multiple imputation (MI) under an imputation model that ignores the multilevel structure is unknown and has not been compared to complete-case (CC) and single imputation methods that are most commonly applied in this context. Through an extensive simulation study, we compared statistical properties among CC analysis, last value carried forward, mean imputation, the use of missing indicators, and MI-based approaches with and without auxiliary variables under an extended Cox model when the interest lies in characterizing relationships between non-missing time-varying exposures and right-censored outcomes. MI demonstrated favorable properties under a moderate missing-at-random condition (absolute bias <0.1) and outperformed CC and single imputation methods, even when the MI method did not account for correlated observations in the imputation model. The performance of MI decreased with increasing complexity such as when the missing data mechanism involved the exposure of interest, but was still preferred over other methods considered and performed well in the presence of strong auxiliary variables. We recommend considering MI that ignores the multilevel structure in the imputation model when data are missing in a time-varying confounder, incorporating variables associated with missingness in the MI models as well as conducting sensitivity analyses across plausible assumptions.     

Imputation-based strategies for clinical trial longitudinal data with nonignorable missing values

Biomedical research is plagued with problems of missing data, especially in clinical trials of medical and behavioral therapies adopting longitudinal design. After a literature review on modeling incomplete longitudinal data based on full-likelihood functions, this paper proposes a set of imputation-based strategies for implementing selection, pattern-mixture, and shared-parameter models for handling intermittent missing values and dropouts that are potentially nonignorable according to various criteria. Within the framework of multiple partial imputation, intermittent missing values are first imputed several times; then, each partially imputed data set is analyzed to deal with dropouts with or without further imputation. Depending on the choice of imputation model or measurement model, there exist various strategies that can be jointly applied to the same set of data to study the effect of treatment or intervention from multi-faceted perspectives. For illustration, the strategies were applied to a data set with continuous repeated measures from a smoking cessation clinical trial.     

Gaussian-based routines to impute categorical variables in health surveys

The multivariate normal (MVN) distribution is arguably the most popular parametric model used in imputation and is available in most software packages (e.g., SAS PROC MI, R package norm). When it is applied to categorical variables as an approximation, practitioners often either apply simple rounding techniques for ordinal variables or create a distinct 'missing' category and/or disregard the nominal variable from the imputation phase. All of these practices can potentially lead to biased and/or uninterpretable inferences. In this work, we develop a new rounding methodology calibrated to preserve observed distributions to multiply impute missing categorical covariates. The major attractiveness of this method is its flexibility to use any 'working' imputation software, particularly those based on MVN, allowing practitioners to obtain usable imputations with small biases. A simulation study demonstrates the clear advantage of the proposed method in rounding ordinal variables and, in some scenarios, its plausibility in imputing nominal variables. We illustrate our methods on a widely used National Survey of Children with Special Health Care Needs where incomplete values on race posed a valid threat on inferences pertaining to disparities.     

Robustness of a multivariate normal approximation for imputation of incomplete binary data

Multiple imputation has become easier to perform with the advent of several software packages that provide imputations under a multivariate normal model, but imputation of missing binary data remains an important practical problem. Here, we explore three alternative methods for converting a multivariate normal imputed value into a binary imputed value: (1) simple rounding of the imputed value to the nearer of 0 or 1, (2) a Bernoulli draw based on a 'coin flip' where an imputed value between 0 and 1 is treated as the probability of drawing a 1, and (3) an adaptive rounding scheme where the cut-off value for determining whether to round to 0 or 1 is based on a normal approximation to the binomial distribution, making use of the marginal proportions of 0's and 1's on the variable. We perform simulation studies on a data set of 206,802 respondents to the California Healthy Kids Survey, where the fully observed data on 198,262 individuals defines the population, from which we repeatedly draw samples with missing data, impute, calculate statistics and confidence intervals, and compare bias and coverage against the true values. Frequently, we found satisfactory bias and coverage properties, suggesting that approaches such as these that are based on statistical approximations are preferable in applied research to either avoiding settings where missing data occur or relying on complete-case analyses. Considering both the occurrence and extent of deficits in coverage, we found that adaptive rounding provided the best performance.