Impact of non-normal random effects on inference by multiple imputation: A simulation assessment

  • Authors:
  • Recai M. Yucel;Hakan Demirtas

  • Affiliations:
  • Department of Epidemiology and Biostatistics, School of Public Health, University at Albany, SUNY, One University Place Room 139, Rensselaer, NY 12144, United States;Department of Epidemiology and Biostatistics (MC923), University of Illinois at Chicago, 1603 West Taylor Street, Chicago, IL 60612, United States

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2010

Quantified Score

Hi-index 0.03

Visualization

Abstract

Multivariate extensions of well-known linear mixed-effects models have been increasingly utilized in inference by multiple imputation in the analysis of multilevel incomplete data. The normality assumption for the underlying error terms and random effects plays a crucial role in simulating the posterior predictive distribution from which the multiple imputations are drawn. The plausibility of this normality assumption on the subject-specific random effects is assessed. Specifically, the performance of multiple imputation created under a multivariate linear mixed-effects model is investigated on a diverse set of incomplete data sets simulated under varying distributional characteristics. Under moderate amounts of missing data, the simulation study confirms that the underlying model leads to a well-calibrated procedure with negligible biases and actual coverage rates close to nominal rates in estimates of the regression coefficients. Estimation quality of the random-effect variance and association measures, however, are negatively affected from both the misspecification of the random-effect distribution and number of incompletely-observed variables. Some of the adverse impacts include lower coverage rates and increased biases.