Evaluation of Multiple Imputation with Large Proportions of Missing Data: How Much Is Too Much?

Multiple Imputation (MI) is known as an effective method for handling missing data in public health research. However, it is not clear that the method will be effective when the data contain a high percentage of missing observations on a variable.

Using data from "Predictive Study of Coronary Heart Disease" study, this study examined the effectiveness of multiple imputation in data with 20% missing to 80% missing observations using absolute bias (|bias|) and Root Mean Square Error (RMSE) of MI measured under Missing Completely at Random (MCAR), Missing at Random (MAR), and Not Missing at Random (NMAR) assumptions.

The |bias| and RMSE of MI was much smaller than of the results of CCA under all missing mechanisms, especially with a high percentage of missing. In addition, the |bias| and RMSE of MI were consistent regardless of increasing imputation numbers from M=10 to M=50. Moreover, when comparing imputation mechanisms, MCMC method had universally smaller |bias| and RMSE than those of Regression method and Predictive Mean Matching method under all missing mechanisms.

As missing percentages become higher, using MI is recommended, because MI produced less biased estimates under all missing mechanisms. However, when large proportions of data are missing, other things need to be considered such as the number of imputations, imputation mechanisms, and missing data mechanisms for proper imputation.