Parametric and semiparametric model-based estimates of the finite population mean for two-stage cluster samples with item nonresponse

This article concerns item nonresponse adjustment for two-stage cluster samples. Specifically, we focus on two types of nonignorable nonresponse: nonresponse depending on covariates and underlying cluster characteristics, and depending on covariates and the missing outcome. In these circumstances, standard weighting and imputation adjustments are liable to be biased. To obtain consistent estimates, we extend the standard random-effects model by modeling these two types of missing data mechanism. We also propose semiparametric approaches based on fitting a spline on the propensity score, to weaken assumptions about the relationship between the outcome and covariates. These new methods are compared with existing approaches by simulation. The National Health and Nutrition Examination Survey data are used to illustrate these approaches.     

A latent class model to multiply impute missing treatment indicators in observational studies when inferences of the treatment effect are made using propensity score matching

Analysts often estimate treatment effects in observational studies using propensity score matching techniques. When there are missing covariate values, analysts can multiply impute the missing data to create m completed data sets. Analysts can then estimate propensity scores on each of the completed data sets, and use these to estimate treatment effects. However, there has been relatively little attention on developing imputation models to deal with the additional problem of missing treatment indicators, perhaps due to the consequences of generating implausible imputations. However, simply ignoring the missing treatment values, akin to a complete case analysis, could also lead to problems when estimating treatment effects. We propose a latent class model to multiply impute missing treatment indicators. We illustrate its performance through simulations and with data taken from a study on determinants of children's cognitive development. This approach is seen to obtain treatment effect estimates closer to the true treatment effect than when employing conventional imputation procedures as well as compared to a complete case analysis.     

Improving cluster-based missing value estimation of DNA microarray data

We present a modification of the weighted K-nearest neighbours imputation method (KNNimpute) for missing values (MVs) estimation in microarray data based on the reuse of estimated data. The method was called iterative KNN imputation (IKNNimpute) as the estimation is performed iteratively using the recently estimated values. The estimation efficiency of IKNNimpute was assessed under different conditions (data type, fraction and structure of missing data) by the normalized root mean squared error (NRMSE) and the correlation coefficients between estimated and true values, and compared with that of other cluster-based estimation methods (KNNimpute and sequential KNN). We further investigated the influence of imputation on the detection of differentially expressed genes using SAM by examining the differentially expressed genes that are lost after MV estimation. The performance measures give consistent results, indicating that the iterative procedure of IKNNimpute can enhance the prediction ability of cluster-based methods in the presence of high missing rates, in non-time series experiments and in data sets comprising both time series and non-time series data, because the information of the genes having MVs is used more efficiently and the iterative procedure allows refining the MV estimates. More importantly, IKNN has a smaller detrimental effect on the detection of differentially expressed genes.     

A nonparametric procedure for the two-factor mixed model with missing data

We develop a nonparametric imputation technique to test for the treatment effects in a nonparametric two-factor mixed model with incomplete data. Within each block, an arbitrary covariance structure of the repeated measurements is assumed without the explicit parametrization of the joint multivariate distribution. The number of repeated measurements is uniformly bounded whereas the number of blocks tends to infinity. The essential idea of the nonparametric imputation is to replace the unknown indicator functions of pairwise comparisons by the corresponding empirical distribution functions. The proposed nonparametric imputation method holds valid under the missing completely at random (MCAR) mechanism. We apply the nonparametric imputation on Brunner and Dette's method for the nonparametric two-factor mixed model and this extension results in a weighted partial rank transform statistic. Asymptotic relative efficiency of the nonparametric imputation method with the complete data versus the incomplete data is derived to quantify the efficiency loss due to the missing data. Monte Carlo simulation studies are conducted to demonstrate the validity and power of the proposed method in comparison with other existing methods. A migraine severity score data set is analyzed to demonstrate the application of the proposed method in the analysis of missing data.     

Multiple imputation methods for handling incomplete longitudinal and clustered data where the target analysis is a linear mixed effects model

Multiple imputation (MI) is increasingly popular for handling multivariate missing data. Two general approaches are available in standard computer packages: MI based on the posterior distribution of incomplete variables under a multivariate (joint) model, and fully conditional specification (FCS), which imputes missing values using univariate conditional distributions for each incomplete variable given all the others, cycling iteratively through the univariate imputation models. In the context of longitudinal or clustered data, it is not clear whether these approaches result in consistent estimates of regression coefficient and variance component parameters when the analysis model of interest is a linear mixed effects model (LMM) that includes both random intercepts and slopes with either covariates or both covariates and outcome contain missing information. In the current paper, we compared the performance of seven different MI methods for handling missing values in longitudinal and clustered data in the context of fitting LMMs with both random intercepts and slopes. We study the theoretical compatibility between specific imputation models fitted under each of these approaches and the LMM, and also conduct simulation studies in both the longitudinal and clustered data settings. Simulations were motivated by analyses of the association between body mass index (BMI) and quality of life (QoL) in the Longitudinal Study of Australian Children (LSAC). Our findings showed that the relative performance of MI methods vary according to whether the incomplete covariate has fixed or random effects and whether there is missingnesss in the outcome variable. We showed that compatible imputation and analysis models resulted in consistent estimation of both regression parameters and variance components via simulation. We illustrate our findings with the analysis of LSAC data.     

Generalizing treatment effects with incomplete covariates: Identifying assumptions and multiple imputation algorithms

We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling weighting are not designed to handle missing values, which are however common in both data sources. In addition to coupling the assumptions for causal effect identifiability and for the missing values mechanism and to defining appropriate estimation strategies, one difficulty is to consider the specific structure of the data with two sources and treatment and outcome only available in the RCT. We propose three multiple imputation strategies to handle missing values when generalizing treatment effects, each handling the multisource structure of the problem differently (separate imputation, joint imputation with fixed effect, joint imputation ignoring source information). As an alternative to multiple imputation, we also propose a direct estimation approach that treats incomplete covariates as semidiscrete variables. The multiple imputation strategies and the latter alternative rely on different sets of assumptions concerning the impact of missing values on identifiability. We discuss these assumptions and assess the methods through an extensive simulation study. This work is motivated by the analysis of a large registry of over 20,000 major trauma patients and an RCT studying the effect of tranexamic acid administration on mortality in major trauma patients admitted to intensive care units. The analysis illustrates how the missing values handling can impact the conclusion about the effect generalized from the RCT to the target population.     

Adjustment for Missingness Using Auxiliary Information in Semiparametric Regression

Summary .  In this article, we study the estimation of mean response and regression coefficient in semiparametric regression problems when response variable is subject to nonrandom missingness. When the missingness is independent of the response conditional on high-dimensional auxiliary information, the parametric approach may misspecify the relationship between covariates and response while the nonparametric approach is infeasible because of the curse of dimensionality. To overcome this, we study a model-based approach to condense the auxiliary information and estimate the parameters of interest nonparametrically on the condensed covariate space. Our estimators possess the double robustness property, i.e., they are consistent whenever the model for the response given auxiliary covariates or the model for the missingness given auxiliary covariate is correct. We conduct a number of simulations to compare the numerical performance between our estimators and other existing estimators in the current missing data literature, including the propensity score approach and the inverse probability weighted estimating equation. A set of real data is used to illustrate our approach.     

Multiple imputation in the presence of an incomplete binary variable created from an underlying continuous variable

Multiple imputation (MI) is used to handle missing at random (MAR) data. Despite warnings from statisticians, continuous variables are often recoded into binary variables. With MI it is important that the imputation and analysis models are compatible; variables should be imputed in the same form they appear in the analysis model. With an encoded binary variable more accurate imputations may be obtained by imputing the underlying continuous variable. We conducted a simulation study to explore how best to impute a binary variable that was created from an underlying continuous variable. We generated a completely observed continuous outcome associated with an incomplete binary covariate that is a categorized version of an underlying continuous covariate, and an auxiliary variable associated with the underlying continuous covariate. We simulated data with several sample sizes, and set 25% and 50% of data in the covariate to MAR dependent on the outcome and the auxiliary variable. We compared the performance of five different imputation methods: (a) Imputation of the binary variable using logistic regression; (b) imputation of the continuous variable using linear regression, then categorizing into the binary variable; (c, d) imputation of both the continuous and binary variables using fully conditional specification (FCS) and multivariate normal imputation; (e) substantive-model compatible (SMC) FCS. Bias and standard errors were large when the continuous variable only was imputed. The other methods performed adequately. Imputation of both the binary and continuous variables using FCS often encountered mathematical difficulties. We recommend the SMC-FCS method as it performed best in our simulation studies.     

Statistical Inference for Hardy-Weinberg Proportions in the Presence of Missing Genotype Information

In genetic association studies, tests for Hardy-Weinberg proportions are often employed as a quality control checking procedure. Missing genotypes are typically discarded prior to testing. In this paper we show that inference for Hardy-Weinberg proportions can be biased when missing values are discarded. We propose to use multiple imputation of missing values in order to improve inference for Hardy-Weinberg proportions. For imputation we employ a multinomial logit model that uses information from allele intensities and/or neighbouring markers. Analysis of an empirical data set of single nucleotide polymorphisms possibly related to colon cancer reveals that missing genotypes are not missing completely at random. Deviation from Hardy-Weinberg proportions is mostly due to a lack of heterozygotes. Inbreeding coefficients estimated by multiple imputation of the missings are typically lowered with respect to inbreeding coefficients estimated by discarding the missings. Accounting for missings by multiple imputation qualitatively changed the results of 10 to 17% of the statistical tests performed. Estimates of inbreeding coefficients obtained by multiple imputation showed high correlation with estimates obtained by single imputation using an external reference panel. Our conclusion is that imputation of missing data leads to improved statistical inference for Hardy-Weinberg proportions.     

Multiple imputation methods for longitudinal blood pressure measurements from the Framingham Heart Study

Missing data are a great concern in longitudinal studies, because few subjects will have complete data and missingness could be an indicator of an adverse outcome. Analyses that exclude potentially informative observations due to missing data can be inefficient or biased. To assess the extent of these problems in the context of genetic analyses, we compared case-wise deletion to two multiple imputation methods available in the popular SAS package, the propensity score and regression methods. For both the real and simulated data sets, the propensity score and regression methods produced results similar to case-wise deletion. However, for the simulated data, the estimates of heritability for case-wise deletion and the two multiple imputation methods were much lower than for the complete data. This suggests that if missingness patterns are correlated within families, then imputation methods that do not allow this correlation can yield biased results.     

Analysis of Matched Case–Control Data in Presence of Nonignorable Missing Exposure

Summary.   The present article deals with informative missing (IM) exposure data in matched case–control studies. When the missingness mechanism depends on the unobserved exposure values, modeling the missing data mechanism is inevitable. Therefore, a full likelihood-based approach for handling IM data has been proposed by positing a model for selection probability, and a parametric model for the partially missing exposure variable among the control population along with a disease risk model. We develop an EM algorithm to estimate the model parameters. Three special cases: (a) binary exposure variable, (b) normally distributed exposure variable, and (c) lognormally distributed exposure variable are discussed in detail. The method is illustrated by analyzing a real matched case–control data with missing exposure variable. The performance of the proposed method is evaluated through simulation studies, and the robustness of the proposed method for violation of different types of model assumptions has been considered.     

Genome-wide linkage analysis of systolic blood pressure slope using the Genetic Analysis Workshop 13 data sets

Systolic blood pressure (SBP) is an age-dependent complex trait for which both environmental and genetic factors may play a role in explaining variability among individuals. We performed a genome-wide scan of the rate of change in SBP over time on the Framingham Heart Study data and one randomly selected replicate of the simulated data from the Genetic Analysis Workshop 13. We used a variance-component model to carry out linkage analysis and a Markov chain Monte Carlo-based multiple imputation approach to recover missing information. Furthermore, we adopted two selection strategies along with the multiple imputation to deal with subjects taking antihypertensive treatment. The simulated data were used to compare these two strategies, to explore the effectiveness of the multiple imputation in recovering varying degrees of missing information, and its impact on linkage analysis results. For the Framingham data, the marker with the highest LOD score for SBP slope was found on chromosome 7. Interestingly, we found that SBP slopes were not heritable in males but were for females; the marker with the highest LOD score was found on chromosome 18. Using the simulated data, we found that handling treated subjects using the multiple imputation improved the linkage results. We conclude that multiple imputation is a promising approach in recovering missing information in longitudinal genetic studies and hence in improving subsequent linkage analyses.     

Determining best complete subsets of specimens and characters for multivariate morphometric studies in the presence of large amounts of missing data

Missing data are frequent in morphometric studies of both fossil and recent material. A common method of addressing the problem of missing data is to omit combinations of characters and specimens from subsequent analyses; however, omitting different subsets of characters and specimens can affect both the statistical robustness of the analyses and the resulting biological interpretations. We describe a method of examining all possible subsets of complete data and of scoring each subset by the 'condition' (ratio of first eigenvalue to second, or of second to first, depending on context) of the corresponding covariance or correlation matrix, and subsequently choosing the submatrix that either optimizes one of these criteria or matches the estimated condition of the original data matrix. We then describe an extension of this method that can be used to choose the 'best' characters and specimens for which some specified proportion of missing data can be estimated using standard imputation techniques such as the expectation-maximization algorithm or multiple imputation. The methods are illustrated with published and unpublished data sets on fossil and extant vertebrates. Although these problems and methods are discussed in the context of conventional morphometric data, they are applicable to many other kinds of data matrices.  © 2006 The Linnean Society of London, Biological Journal of the Linnean Society , 2006, 88 , 309–328.     

A Model for Adjusting for Nonignorable Verification Bias in Estimation of the ROC Curve and Its Area with Likelihood‐Based Approach

Summary In estimation of the ROC curve, when the true disease status is subject to nonignorable missingness, the observed likelihood involves the missing mechanism given by a selection model. In this article, we proposed a likelihood‐based approach to estimate the ROC curve and the area under the ROC curve when the verification bias is nonignorable. We specified a parametric disease model in order to make the nonignorable selection model identifiable. With the estimated verification and disease probabilities, we constructed four types of empirical estimates of the ROC curve and its area based on imputation and reweighting methods. In practice, a reasonably large sample size is required to estimate the nonignorable selection model in our settings. Simulation studies showed that all four estimators of ROC area performed well, and imputation estimators were generally more efficient than the other estimators proposed. We applied the proposed method to a data set from research in Alzheimer's disease.     

Multiple imputation to minimise bias from missing stage information in estimates of early cancer diagnosis in England: a population-based study

IntroductionMonitoring early diagnosis is a priority of cancer policy in England. Information on stage has not always been available for a large proportion of patients, however, which may bias temporal comparisons. We previously estimated that early-stage diagnosis of colorectal cancer rose from 32% to 44% during 2008–2013, using multiple imputation. Here we examine the underlying assumptions of multiple imputation for missing stage using the same dataset.MethodsIndividually-linked cancer registration, Hospital Episode Statistics (HES), and audit data were examined. Six imputation models including different interaction terms, post-diagnosis treatment, and survival information were assessed, and comparisons drawn with the a priori optimal model. Models were further tested by setting stage values to missing for some patients under one plausible mechanism, then comparing actual and imputed stage distributions for these patients. Finally, a pattern-mixture sensitivity analysis was conducted.ResultsData from 196,511 colorectal patients were analysed, with 39.2% missing stage. Inclusion of survival time increased the accuracy of imputation: the odds ratio for change in early-stage diagnosis during 2008–2013 was 1.7 (95% CI: 1.6, 1.7) with survival to 1 year included, compared to 1.9 (95% CI 1.9–2.0) with no survival information. Imputation estimates of stage were accurate in one plausible simulation. Pattern-mixture analyses indicated our previous analysis conclusions would only change materially if stage were misclassified for 20% of the patients who had it categorised as late.InterpretationMultiple imputation models can substantially reduce bias from missing stage, but data on patient’s one-year survival should be included for highest accuracy.     

Infinite hidden Markov models for multiple multivariate time series with missing data

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and exposures below the limit of detection, which limit their use in health effects studies. In this paper, we develop an infinite hidden Markov model for multiple asynchronous multivariate time series with missing data. Our model is designed to include covariates that can inform transitions among hidden states. We implement beam sampling, a combination of slice sampling and dynamic programming, to sample the hidden states, and a Bayesian multiple imputation algorithm to impute missing data. In simulation studies, our model excels in estimating hidden states and state-specific means and imputing observations that are missing at random or below the limit of detection. We validate our imputation approach on data from the Fort Collins Commuter Study. We show that the estimated hidden states improve imputations for data that are missing at random compared to existing approaches. In a case study of the Fort Collins Commuter Study, we describe the inferential gains obtained from our model including improved imputation of missing data and the ability to identify shared patterns in activity and exposure among repeated sampling days for individuals and among distinct individuals.     

Towards clustering of incomplete microarray data without the use of imputation

MOTIVATION: Clustering technique is used to find groups of genes that show similar expression patterns under multiple experimental conditions. Nonetheless, the results obtained by cluster analysis are influenced by the existence of missing values that commonly arise in microarray experiments. Because a clustering method requires a complete data matrix as an input, previous studies have estimated the missing values using an imputation method in the preprocessing step of clustering. However, a common limitation of these conventional approaches is that once the estimates of missing values are fixed in the preprocessing step, they are not changed during subsequent processes of clustering; badly estimated missing values obtained in data preprocessing are likely to deteriorate the quality and reliability of clustering results. Thus, a new clustering method is required for improving missing values during iterative clustering process. RESULTS: We present a method for Clustering Incomplete data using Alternating Optimization (CIAO) in which a prior imputation method is not required. To reduce the influence of imputation in preprocessing, we take an alternative optimization approach to find better estimates during iterative clustering process. This method improves the estimates of missing values by exploiting the cluster information such as cluster centroids and all available non-missing values in each iteration. To test the performance of the CIAO, we applied the CIAO and conventional imputation-based clustering methods, e.g. k-means based on KNNimpute, for clustering two yeast incomplete data sets, and compared the clustering result of each method using the Saccharomyces Genome Database annotations. The clustering results of the CIAO method are more significantly relevant to the biological gene annotations than those of other methods, indicating its effectiveness and potential for clustering incomplete gene expression data. AVAILABILITY: The software was developed using Java language, and can be executed on the platforms that JVM (Java Virtual Machine) is running. It is available from the authors upon request.     

Quantifying the impact of fixed effects modeling of clusters in multiple imputation for cluster randomized trials

In cluster randomized trials (CRTs), identifiable clusters rather than individuals are randomized to study groups. Resulting data often consist of a small number of clusters with correlated observations within a treatment group. Missing data often present a problem in the analysis of such trials, and multiple imputation (MI) has been used to create complete data sets, enabling subsequent analysis with well-established analysis methods for CRTs. We discuss strategies for accounting for clustering when multiply imputing a missing continuous outcome, focusing on estimation of the variance of group means as used in an adjusted t-test or ANOVA. These analysis procedures are congenial to (can be derived from) a mixed effects imputation model; however, this imputation procedure is not yet available in commercial statistical software. An alternative approach that is readily available and has been used in recent studies is to include fixed effects for cluster, but the impact of using this convenient method has not been studied. We show that under this imputation model the MI variance estimator is positively biased and that smaller intraclass correlations (ICCs) lead to larger overestimation of the MI variance. Analytical expressions for the bias of the variance estimator are derived in the case of data missing completely at random, and cases in which data are missing at random are illustrated through simulation. Finally, various imputation methods are applied to data from the Detroit Middle School Asthma Project, a recent school-based CRT, and differences in inference are compared.     

Identifiability and estimation of causal effects in randomized trials with noncompliance and completely nonignorable missing data

Summary .  In this article, we first study parameter identifiability in randomized clinical trials with noncompliance and missing outcomes. We show that under certain conditions the parameters of interest are identifiable even under different types of completely nonignorable missing data: that is, the missing mechanism depends on the outcome. We then derive their maximum likelihood and moment estimators and evaluate their finite-sample properties in simulation studies in terms of bias, efficiency, and robustness. Our sensitivity analysis shows that the assumed nonignorable missing-data model has an important impact on the estimated complier average causal effect (CACE) parameter. Our new method provides some new and useful alternative nonignorable missing-data models over the existing latent ignorable model, which guarantees parameter identifiability, for estimating the CACE in a randomized clinical trial with noncompliance and missing data.