Bayesian imputation of time-varying covariates in linear mixed models.

Abstract

Studies involving large observational datasets commonly face the challenge of dealing with multiple missing values. The most popular approach to overcome this challenge, multiple imputation using chained equations, however, has been shown to be sub-optimal in complex settings, specifically in settings with longitudinal outcomes, which cannot be easily and adequately included in the imputation models. Bayesian methods avoid this difficulty by specification of a joint distribution and thus offer an alternative. A popular choice for that joint distribution is the multivariate normal distribution. In more complicated settings, as in our two motivating examples that involve time-varying covariates, additional issues require consideration: the endo- or exogeneity of the covariate and its functional relation with the outcome. In such situations, the implied assumptions of standard methods may be violated, resulting in bias. In this work, we extend and study a more flexible, Bayesian alternative to the multivariate normal approach, to better handle complex incomplete longitudinal data. We discuss and compare assumptions of the two Bayesian approaches about the endo- or exogeneity of the covariates and the functional form of the association with the outcome, and illustrate and evaluate consequences of violations of those assumptions using simulation studies and two real data examples.