Impact of the non-distinctness and non-ignorability on the inference by multiple imputation in multivariate multilevel data: a simulation assessment. Issue 9 (13th June 2017)

• Record Type: Journal Article
• Authors: Yucel, Recai
• Is Part Of: Journal of statistical computation and simulation. Volume 87:Issue 9(2017)
• Page Start: 1813
• Page End: 1826
• Publication Date: 2017-06-13
• Subjects: Ignorability -- multilevel data -- multiple imputation -- missing data -- MNAR -- MAR -- non-distinctness; 62F15 -- 62J05 -- 62D99; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2017.1288233
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: Multiple imputation (MI) is an increasingly popular method for analysing incomplete multivariate data sets. One of the most crucial assumptions of this method relates to mechanism leading to missing data. Distinctness is typically assumed, which indicates a complete independence of mechanisms underlying missingness and data generation. In addition, missing at random or missing completely at random is assumed, which explicitly states under which conditions missingness is independent of observed data. Despite common use of MI under these assumptions, plausibility and sensitivity to these fundamental assumptions have not been well-investigated. In this work, we investigate the impact of non-distinctness and non-ignorability. In particular, non-ignorability is due to unobservable cluster-specific effects (e.g. random-effects). Through a comprehensive simulation study, we show that MI inferences suggest that nonignoriability due to non-distinctness do not immediately imply dismal performance while non-ignorability due to missing not at random leads to quite subpar performance.