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Multiple imputation of covariates by fully conditional specification: Accommodating the substantive model

2014; SAGE Publishing; Volume: 24; Issue: 4 Linguagem: Inglês

10.1177/0962280214521348

1477-0334

Jonathan Bartlett, Shaun R. Seaman, Ian R. White, James R. Carpenter,

Statistical Methods and Inference

Missing covariate data commonly occur in epidemiological and clinical research, and are often dealt with using multiple imputation (MI). Imputation of partially observed covariates is complicated if the substantive model is non-linear (e.g. Cox proportional hazards model), or contains non-linear (e.g. squared) or interaction terms, and standard software implementations of MI may impute covariates from models that are incompatible with such substantive models. We show how imputation by fully conditional specification, a popular approach for performing MI, can be modified so that covariates are imputed from models which are compatible with the substantive model. We investigate through simulation the performance of this proposal, and compare it to existing approaches. Simulation results suggest our proposal gives consistent estimates for a range of common substantive models, including models which contain non-linear covariate effects or interactions, provided data are missing at random and the assumed imputation models are correctly specified and mutually compatible.