Multiple imputation with missing data indicators

TL;DR

This paper extends sequential regression multiple imputation (SRMI) to handle not-at-random missing data by incorporating missingness indicators and interactions, reducing bias in analyses.

Contribution

It introduces a generalized SRMI method for MNAR data, with algebraic justification and simulation validation, improving bias correction.

Findings

Modified SRMI reduces bias compared to standard SRMI

Including missingness indicators improves imputation accuracy

Offset inclusion in models performs best overall

Abstract

Multiple imputation is a well-established general technique for analyzing data with missing values. A convenient way to implement multiple imputation is sequential regression multiple imputation (SRMI), also called chained equations multiple imputation. In this approach, we impute missing values using regression models for each variable, conditional on the other variables in the data. This approach, however, assumes that the missingness mechanism is missing at random, and it is not well-justified under not-at-random missingness without additional modification. In this paper, we describe how we can generalize the SRMI imputation procedure to handle not-at-random missingness (MNAR) in the setting where missingness may depend on other variables that are also missing. We provide algebraic justification for several generalizations of standard SRMI using Taylor series and other approximations of the target imputation distribution under MNAR. Resulting regression model approximations include indicators for missingness, interactions, or other functions of the MNAR missingness model and observed data. In a simulation study, we demonstrate that the proposed SRMI modifications result in reduced bias in the final analysis compared to standard SRMI, with an approximation strategy involving inclusion of an offset in the imputation model performing the best overall. The method is illustrated in a breast cancer study, where the goal is to estimate the prevalence of a specific genetic pathogenic variant.