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Comparison of Random Forest and Parametric Imputation Models for Imputing Missing Data Using MICE: A CALIBER Study

Shah, AD; Bartlett, JW; Carpenter, J; Nicholas, O; Hemingway, H; (2014) Comparison of Random Forest and Parametric Imputation Models for Imputing Missing Data Using MICE: A CALIBER Study. AMERICAN JOURNAL OF EPIDEMIOLOGY , 179 (6) 764 - 774. 10.1093/aje/kwt312. Green open access

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Abstract

Multivariate imputation by chained equations (MICE) is commonly used for imputing missing data in epidemiologic research. The “true” imputation model may contain nonlinearities which are not included in default imputation models. Random forest imputation is a machine learning technique which can accommodate nonlinearities and interactions and does not require a particular regression model to be specified.We compared parametric MICE with a random forest-based MICE algorithm in 2 simulation studies. The first study used 1,000 random samples of 2,000 persons drawn from the 10,128 stable angina patients in the CALIBER database (Cardiovascular Disease Research using Linked Bespoke Studies and Electronic Records; 2001–2010) with complete data on all covariates. Variables were artificially made “missing at random,” and the bias and efficiency of parameter estimates obtained using different imputation methods were compared. Both MICE methods produced unbiased estimates of (log) hazard ratios, but random forest was more efficient and produced narrower confidence intervals. The second study used simulated data in which the partially observed variable depended on the fully observed variables in a nonlinear way. Parameter estimates were less biased using random forest MICE, and confidence interval coverage was better. This suggests that random forest imputation may be useful for imputing complex epidemiologic data sets in which some patients have missing data.

Type: Article
Title: Comparison of Random Forest and Parametric Imputation Models for Imputing Missing Data Using MICE: A CALIBER Study
Open access status: An open access version is available from UCL Discovery
DOI: 10.1093/aje/kwt312
Publisher version: http://dx.doi.org/10.1093/aje/kwt312
Additional information: © The Author 2014. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/3.0), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited. PubMed ID: 24589914
Keywords: angina, stable, imputation, missing data, missingness at random, regression trees, simulation, survival
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Population Health Sciences
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 > 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 > Institute of Health Informatics
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/1427772
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