IDEAS home Printed from https://ideas.repec.org/a/spr/psycho/v85y2020i4d10.1007_s11336-020-09729-y.html
   My bibliography  Save this article

Using Multiple Imputation with GEE with Non-monotone Missing Longitudinal Binary Outcomes

Author

Listed:
  • Stuart R. Lipsitz

    (Brigham and Women’s Hospital and Ariadne Labs)

  • Garrett M. Fitzmaurice

    (McLean Hospital)

  • Roger D. Weiss

    (McLean Hospital)

Abstract

This paper considers multiple imputation (MI) approaches for handling non-monotone missing longitudinal binary responses when estimating parameters of a marginal model using generalized estimating equations (GEE). GEE has been shown to yield consistent estimates of the regression parameters for a marginal model when data are missing completely at random (MCAR). However, when data are missing at random (MAR), the GEE estimates may not be consistent; the MI approaches proposed in this paper minimize bias under MAR. The first MI approach proposed is based on a multivariate normal distribution, but with the addition of pairwise products among the binary outcomes to the multivariate normal vector. Even though the multivariate normal does not impute 0 or 1 values for the missing binary responses, as discussed by Horton et al. (Am Stat 57:229–232, 2003), we suggest not rounding when filling in the missing binary data because it could increase bias. The second MI approach considered is the fully conditional specification (FCS) approach. In this approach, we specify a logistic regression model for each outcome given the outcomes at other time points and the covariates. Typically, one would only include main effects of the outcome at the other times as predictors in the FCS approach, but we explore if bias can be reduced by also including pairwise interactions of the outcomes at other time point in the FCS. In a study of asymptotic bias with non-monotone missing data, the proposed MI approaches are also compared to GEE without imputation. Finally, the proposed methods are illustrated using data from a longitudinal clinical trial comparing four psychosocial treatments from the National Institute on Drug Abuse Collaborative Cocaine Treatment Study, where patients’ cocaine use is collected monthly for 6 months during treatment.

Suggested Citation

  • Stuart R. Lipsitz & Garrett M. Fitzmaurice & Roger D. Weiss, 2020. "Using Multiple Imputation with GEE with Non-monotone Missing Longitudinal Binary Outcomes," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 890-904, December.
    • Handle: RePEc:spr:psycho:v:85:y:2020:i:4:d:10.1007_s11336-020-09729-y
    DOI: 10.1007/s11336-020-09729-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11336-020-09729-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11336-020-09729-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zellner, Arnold & Rossi, Peter E., 1984. "Bayesian analysis of dichotomous quantal response models," Journal of Econometrics, Elsevier, vol. 25(3), pages 365-393, July.
    2. Scheuren, Fritz, 2005. "Multiple Imputation: How It Began and Continues," The American Statistician, American Statistical Association, vol. 59, pages 315-319, November.
    3. van Buuren, Stef & Groothuis-Oudshoorn, Karin, 2011. "mice: Multivariate Imputation by Chained Equations in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 45(i03).
    4. Stuart R. Lipsitz & Nan M. Laird & David P. Harrington, 1992. "A Three‐Stage Estimator for Studies with Repeated and Possibly Missing Binary Outcomes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(1), pages 203-213, March.
    5. Minzhi Liu & Jeremy M. G. Taylor & Thomas R. Belin, 2000. "Multiple Imputation and Posterior Simulation for Multivariate Missing Data in Longitudinal Studies," Biometrics, The International Biometric Society, vol. 56(4), pages 1157-1163, December.
    6. Beunckens, Caroline & Sotto, Cristina & Molenberghs, Geert, 2008. "A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1533-1548, January.
    7. Horton N. J. & Lipsitz S. R., 2001. "Multiple Imputation in Practice: Comparison of Software Packages for Regression Models With Missing Variables," The American Statistician, American Statistical Association, vol. 55, pages 244-254, August.
    8. Stuart R. Lipsitz & Geert Molenberghs & Garrett M. Fitzmaurice & Joseph Ibrahim, 2000. "GEE with Gaussian Estimation of the Correlations When Data Are Incomplete," Biometrics, The International Biometric Society, vol. 56(2), pages 528-536, June.
    9. Horton N.J. & Lipsitz S.R. & Parzen M., 2003. "A Potential for Bias When Rounding in Multiple Imputation," The American Statistician, American Statistical Association, vol. 57, pages 229-232, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Christian Seiler, 2013. "Nonresponse in Business Tendency Surveys: Theoretical Discourse and Empirical Evidence," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 52.
    2. Kristian Kleinke & Mark Stemmler & Jost Reinecke & Friedrich Lösel, 2011. "Efficient ways to impute incomplete panel data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 351-373, December.
    3. Geronimi, J. & Saporta, G., 2017. "Variable selection for multiply-imputed data with penalized generalized estimating equations," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 103-114.
    4. Humera Razzak & Christian Heumann, 2019. "Hybrid Multiple Imputation In A Large Scale Complex Survey," Statistics in Transition New Series, Polish Statistical Association, vol. 20(4), pages 33-58, December.
    5. Razzak Humera & Heumann Christian, 2019. "Hybrid Multiple Imputation In A Large Scale Complex Survey," Statistics in Transition New Series, Statistics Poland, vol. 20(4), pages 33-58, December.
    6. Nengsih Titin Agustin & Bertrand Frédéric & Maumy-Bertrand Myriam & Meyer Nicolas, 2019. "Determining the number of components in PLS regression on incomplete data set," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 18(6), pages 1-28, December.
    7. Landau, E.R. & Raniti, M.B. & Blake, M. & Waloszek, J.M. & Blake, L. & Simmons, J.G. & Schwartz, O. & Murray, G. & Trinder, J. & Allen, N.B. & Byrne, M.L., 2021. "The ratio of morning cortisol to CRP prospectively predicts first-onset depression in at-risk adolescents," Social Science & Medicine, Elsevier, vol. 281(C).
    8. Kristian Kleinke & Jost Reinecke & Cornelia Weins, 2021. "The development of delinquency during adolescence: a comparison of missing data techniques revisited," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(3), pages 877-895, June.
    9. Garrett M. Fitzmaurice & Stuart R. Lipsitz & Geert Molenberghs & Joseph G. Ibrahim, 2001. "Bias in Estimating Association Parameters for Longitudinal Binary Responses with Drop‐Outs," Biometrics, The International Biometric Society, vol. 57(1), pages 15-21, March.
    10. Kristian Kleinke & Jost Reinecke, 2013. "Multiple imputation of incomplete zero-inflated count data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 311-336, August.
    11. repec:jss:jstsof:45:i03 is not listed on IDEAS
    12. Hua Yun Chen & Hui Xie & Yi Qian, 2011. "Multiple Imputation for Missing Values through Conditional Semiparametric Odds Ratio Models," Biometrics, The International Biometric Society, vol. 67(3), pages 799-809, September.
    13. Noémi Kreif & Richard Grieve & Iván Díaz & David Harrison, 2015. "Evaluation of the Effect of a Continuous Treatment: A Machine Learning Approach with an Application to Treatment for Traumatic Brain Injury," Health Economics, John Wiley & Sons, Ltd., vol. 24(9), pages 1213-1228, September.
    14. Abhilash Bandam & Eedris Busari & Chloi Syranidou & Jochen Linssen & Detlef Stolten, 2022. "Classification of Building Types in Germany: A Data-Driven Modeling Approach," Data, MDPI, vol. 7(4), pages 1-23, April.
    15. Boonstra Philip S. & Little Roderick J.A. & West Brady T. & Andridge Rebecca R. & Alvarado-Leiton Fernanda, 2021. "A Simulation Study of Diagnostics for Selection Bias," Journal of Official Statistics, Sciendo, vol. 37(3), pages 751-769, September.
    16. Paul T. von Hippel, 2013. "Should a Normal Imputation Model be Modified to Impute Skewed Variables?," Sociological Methods & Research, , vol. 42(1), pages 105-138, February.
    17. Christopher J Greenwood & George J Youssef & Primrose Letcher & Jacqui A Macdonald & Lauryn J Hagg & Ann Sanson & Jenn Mcintosh & Delyse M Hutchinson & John W Toumbourou & Matthew Fuller-Tyszkiewicz &, 2020. "A comparison of penalised regression methods for informing the selection of predictive markers," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-14, November.
    18. Liangyuan Hu & Lihua Li, 2022. "Using Tree-Based Machine Learning for Health Studies: Literature Review and Case Series," IJERPH, MDPI, vol. 19(23), pages 1-13, December.
    19. Norah Alyabs & Sy Han Chiou, 2022. "The Missing Indicator Approach for Accelerated Failure Time Model with Covariates Subject to Limits of Detection," Stats, MDPI, vol. 5(2), pages 1-13, May.
    20. Feldkircher, Martin, 2014. "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 19-49.
    21. Mittelhammer, Ron C. & Judge, George, 2011. "A family of empirical likelihood functions and estimators for the binary response model," Journal of Econometrics, Elsevier, vol. 164(2), pages 207-217, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:85:y:2020:i:4:d:10.1007_s11336-020-09729-y. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.