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Substantive model compatible multilevel multiple imputation: A joint modeling approach

Quartagno, Matteo; Carpenter, James R; (2022) Substantive model compatible multilevel multiple imputation: A joint modeling approach. Statistics in Medicine , 41 (25) pp. 5000-5015. 10.1002/sim.9549. Green open access

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Abstract

Background: Substantive model compatible multiple imputation (SMC-MI) is a relatively novel imputation method that is particularly useful when the analyst's model includes interactions, non-linearities, and/or partially observed random slope variables.// Methods: Here we thoroughly investigate a SMC-MI strategy based on joint modeling of the covariates of the analysis model. We provide code to apply the proposed strategy and we perform an extensive simulation work to test it in various circumstances. We explore the impact on the results of various factors, including whether the missing data are at the individual or cluster level, whether there are non-linearities and whether the imputation model is correctly specified. Finally, we apply the imputation methods to the motivating example data.// Results: SMC-JM appears to be superior to standard JM imputation, particularly in presence of large variation in random slopes, non-linearities, and interactions. Results seem to be robust to slight mis-specification of the imputation model for the covariates. When imputing level 2 data, enough clusters have to be observed in order to obtain unbiased estimates of the level 2 parameters.// Conclusions: SMC-JM is preferable to standard JM imputation in presence of complexities in the analysis model of interest, such as non-linearities or random slopes.

Type: Article
Title: Substantive model compatible multilevel multiple imputation: A joint modeling approach
Open access status: An open access version is available from UCL Discovery
DOI: 10.1002/sim.9549
Publisher version: https://doi.org/10.1002/sim.9549
Language: English
Additional information: © 2022 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.
Keywords: joint modeling, missing data, multilevel, multiple imputation
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Population Health Sciences > Inst of Clinical Trials and Methodology > MRC Clinical Trials Unit at UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Population Health Sciences > Inst of Clinical Trials and Methodology
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
URI: https://discovery.ucl.ac.uk/id/eprint/10153827
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