Abstract

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.

Highlights

  • Multiple imputation (MI)[1] has increasingly become a popular tool for analyses with missing data in medical research 2,3; the method is incorporated in many standard statistical software packages. 4,5,6 In MI, several completed datasets are created and in each, missing data are replaced with values drawn from an imputation model which is the Bayesian posterior predictive distribution of the missing data, given the observed data

  • The sample comprises 51% women; the majority of individuals in the sample are below 60 years of age; there are slightly more than 70% of the individuals with quintiles of the Townsend score of 3 and above; and 5.5% of the individuals have a diagnosis of type 2 diabetes on or before 01 January 2013

  • Our proposed calibrated-δ adjustment MI method for missing data in a binary/categorical covariate involves utilising population-level information about the incomplete covariate to generate a calibrated-δ adjustment, which is used in the intercept of the imputation model in order to improve the analysis of data suspected to be missing not at random (MNAR)

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Summary

Introduction

Multiple imputation (MI)[1] has increasingly become a popular tool for analyses with missing data in medical research 2,3; the method is incorporated in many standard statistical software packages. 4,5,6 In MI, several completed datasets are created and in each, missing data are replaced with values drawn from an imputation model which is the Bayesian posterior predictive distribution of the missing data, given the observed data. MI can be used when data are MNAR, imputation becomes more difficult because a model for the missing data mechanism needs to be specified, which describes how missingness depends on both observed and unobserved quantities. This implies that in practice, it is necessary to define a model for either the association between the probability of observing a variable and its unseen values (selection models) 8; or the difference in the distribution of subjects with and without missing data (pattern-mixture models). In practice, researchers more often try to enhance the plausibility of the MAR assumption as much as possible by including many variables in the imputation model. 11,12

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