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      Multiple imputation of discrete and continuous data by fully conditional specification.

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      Statistical methods in medical research
      SAGE Publications

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          Abstract

          The goal of multiple imputation is to provide valid inferences for statistical estimates from incomplete data. To achieve that goal, imputed values should preserve the structure in the data, as well as the uncertainty about this structure, and include any knowledge about the process that generated the missing data. Two approaches for imputing multivariate data exist: joint modeling (JM) and fully conditional specification (FCS). JM is based on parametric statistical theory, and leads to imputation procedures whose statistical properties are known. JM is theoretically sound, but the joint model may lack flexibility needed to represent typical data features, potentially leading to bias. FCS is a semi-parametric and flexible alternative that specifies the multivariate model by a series of conditional models, one for each incomplete variable. FCS provides tremendous flexibility and is easy to apply, but its statistical properties are difficult to establish. Simulation work shows that FCS behaves very well in the cases studied. The present paper reviews and compares the approaches. JM and FCS were applied to pubertal development data of 3801 Dutch girls that had missing data on menarche (two categories), breast development (five categories) and pubic hair development (six stages). Imputations for these data were created under two models: a multivariate normal model with rounding and a conditionally specified discrete model. The JM approach introduced biases in the reference curves, whereas FCS did not. The paper concludes that FCS is a useful and easily applied flexible alternative to JM when no convenient and realistic joint distribution can be specified.

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          Author and article information

          Journal
          Stat Methods Med Res
          Statistical methods in medical research
          SAGE Publications
          0962-2802
          0962-2802
          Jun 2007
          : 16
          : 3
          Affiliations
          [1 ] TNO Quality of Life, Leiden, The Netherlands and University of Utrecht, The Netherlands. stef.vanbuuren@tno.nl
          Article
          16/3/219
          10.1177/0962280206074463
          17621469
          3766b01b-2ee7-4bea-9e5a-6be553d6da21
          History

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