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An R-Based Landscape Validation of a Competing Risk Model
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Posterior predictive checking of multiple imputation models.

Cattram D Nguyen1,2, Katherine J Lee1,2, John B Carlin1,2

  • 1Clinical Epidemiology and Biostatistics Unit, Murdoch Childrens Research Institute, The Royal Children's Hospital, Flemington Road Parkville, Victoria, 3052, Australia.

Biometrical Journal. Biometrische Zeitschrift
|May 6, 2015
PubMed
Summary
This summary is machine-generated.

Posterior predictive p-values can help identify problems with imputation models for missing data. However, extreme values don't always signal issues, and detection worsens with more missing data.

Keywords:
Missing dataModel checkingMultiple imputationPosterior predictive checkingSimulations

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Area of Science:

  • Statistics
  • Data Science
  • Biostatistics

Background:

  • Multiple imputation is a popular method for handling missing data.
  • Tools for checking imputation models are scarce, yet model checking is crucial.
  • Posterior predictive checking (PPC) is a recommended diagnostic for imputation models.

Purpose of the Study:

  • To evaluate the performance of the posterior predictive p-value as an imputation diagnostic.
  • To determine if posterior predictive p-values can identify misspecified imputation models.

Main Methods:

  • Used simulation methods to deliberately misspecify imputation models.
  • Assessed model fit by comparing analyses from observed data to replicated data from the model.
  • Calculated posterior predictive p-values as a diagnostic measure.

Main Results:

  • More extreme posterior predictive p-values (near 0 or 1) were associated with poorer imputation model performance.
  • Traditional thresholds for classical p-values are not applicable in this context.
  • The ability of PPC to detect misspecified models decreased as the amount of missing data increased.

Conclusions:

  • Posterior predictive p-values are a valuable addition to imputation diagnostics, despite limitations.
  • Graphical checks and examination of other test quantity summaries are recommended alongside p-values.
  • Imputation model checking is essential for reliable results when handling missing data.