Imputation of missing data under missing not at random assumption & sensitivity analysis

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1 Imputation of missing data under missing not at random assumption & sensitivity analysis S. Jolani Department of Methodology and Statistics, Utrecht University, the Netherlands Advanced Multiple Imputation, Utrecht, May 2013

2 Outline

3 Why missing not at random (MNAR)? There might be a reason to believe that responders differ from non-responders, even after accounting for the observed information Some examples: - Income - some people may not reveal their salaries - Blood pressure - the blood pressure is measured less frequently for patients with lower blood pressures - Depression - some patients might dropout because they believe the treatment is not effective

4 Notation Y : incomplete variable R: response (R = 1 if Y is observed) X: fully observed covariate Y obs and Y mis : the observed and missing parts of Y

5 A general strategy Y and R must be modeled jointly (Rubin, 1976) under an MNAR assumption so P(Y, R)

6 Why the classical MI does not work? Imputation under MAR P(Y X, R = 0) = P(Y X, R = 1)

7 Why the classical MI does not work? Imputation under MAR P(Y X, R = 0) = P(Y X, R = 1) Imputation under MNAR P(Y X, R = 0) P(Y X, R = 1)

8 Models for Two general approaches (there are some more): 1 (Heckman, 1976) 2 - (Rubin, 1977)

9 Selection model P(Y, R; ξ, ω) = P(Y ; ξ)p(r Y ; ω), where the parameters ξ and ω are a priori independent. P(Y ; ξ) distribution for the full data P(R Y ; ω) response mechanism (selection function)

10 Selection model Imputation model under MNAR where P(Y mis X, Y obs, R) = P(Y mis X, Y obs, R) P(Y mis X, Y obs )P(R X, Y ) P(Ymis X, Y obs )P(R X, Y ) Y mis

11 Selection model Imputation model under MNAR P(Y mis X, Y obs, R) A simple but possibly inefficient approach (Rubin, 1987): 1 Draw a candidate Y i P(Y i X i ; ξ = ξ ) 2 Calculate p i = P(R i = 1 X i, Y i = Y i ; ω) 3 Draw R i Ber(1, p i ) 4 Impute Y i if R i = 0 otherwise return to (1)

12 model P(Y, R; ψ, θ) = P(R; ψ)p(y R; θ), where the parameters ψ and θ are a priori independent. P(Y X, R = 1; θ 1 ) distribution for the observed data P(Y X, R = 0; θ 0 ) distribution for the missing data P(R; ψ) marginal response probability

13 model The general procedure (Rubin, 1977): 1 Draw θ1 from its posterior distribution using P(Y X, R = 1; θ 1 ) 2 Specify the posterior P(θ 0 θ 1 ) a priori (e.g., θ 0 = θ 1 + k where k is a fixed constant) 3 Draw θ 0 P(θ 0 θ 1 ) 4 Impute Y mis from P(Y X, R = 0; θ 0 )

14 An example Suppose Y is an incomplete variable (continuous) Y obs N(µ 1, σ 2 1 ), Y mis N(µ 0, σ 2 0 ) where θ 1 = (µ 1, σ1 2) and θ 0 = (µ 0, σ0 2 ). Now, if we define µ 0 = µ 1 + k 1, σ 2 0 = k 2σ 2 1 where k 1 and k 2 are fixed and known values (sensitivity parameters).

15 An example Suppose Y is an incomplete variable (continuous) Y obs N(µ 1, σ 2 1 ), Y mis N(µ 0, σ 2 0 ) where θ 1 = (µ 1, σ1 2) and θ 0 = (µ 0, σ0 2 ). Now, if we define µ 0 = µ 1 + k 1, σ 2 0 = k 2σ 2 1 where k 1 and k 2 are fixed and known values (sensitivity parameters). Sensitivity analysis: repeat the analysis for different choices of k 1 and k 2

16 Application: cohort study N=1236, 85+ on Dec. 1, 1986 N=956 were visited ( ) Blood pressure (BP) is missing for 121 patients * Do anti-hypertensive drugs shorten life in the oldest old? * Scientific interest: Mortality risk as function of BP and age

17 Imputation techniques > Simple non-ignorable Survival Survival probability probability by response by response group group BP measured K M Survival probability BP missing Years since intake Source: van Buuren et al. (1999) Research Master MS

18 From the data we see Those with no BP measured die earlier Those that die early and that have no hypertension history have fewer BP measurements Thus, s of BP under MAR could be too high values. We need to lower the imputed values of BP, and study the influence on the outcome

19 A simple model to shift s Y : BP X: age, hypertension, haemoglobin, and etc Specify P(Y X, R) Combined formulation: Model 1 Y = Xβ + ɛ R = 1 2 Y = Xβ + δ + ɛ R = 0 Y = Xβ + (1 R)δ + ɛ δ cannot be estimated (sensitivity parameter)

20 Imputation techniques > Simple non-ignorable Numerical example Both Y Selection model Mixture model Source: van Buuren et al. (1999) Research Master MS

21 How to impute under MNAR in MICE? > delta <- c(0,-5,-10,-15,-20) > post <- mice(leiden85,maxit=0)$post > imp.all <- vector("list", length(delta)) > for (i in 1:length(delta)) { + d <- delta[i] + cmd <- paste("imp[[j]][,i] <- imp[[j]][,i] +",d) + post["bp"] <- cmd + imp <- mice(leidan85, post=post, seed=i*22, print=false) + imp.all[[i]] <- imp + }

22 140 0)15 0)15 0)15 0) )10 0)30 0)31 0) )08 0)15 0)16 0) )06 0)10 0)11 0) )04 0)05 0)05 0) )02 0)03 0)03 0) )00 0)02 0)02 0)00 Mean (mmhg) )6 138)6 : Sensitivity analysis Table V. Mean and standard deviation of the observed and imputed blood pressures. The statistics of imputed BP are pooled over m"5 multiple s N δ SBP DBP Mean SD Mean SD Observed BP )9 25)7 82)8 13)1 Imputed BP )1 26)2 81)5 14)0 121!5 142)3 24)6 78)4 13)7 121!10 135)9 24)7 78)2 12)8 121!15 128)6 25)0 75)3 12)9 121!20 122)3 25)2 74)0 12)1 Source: van Buuren et al. (1999) to model A of the introduction. It was expected that multiple would raise the estimates in comparison with the analysis based on the complete cases, but the results do confirm this. Only slight differences in mortality exist, even among non-response w very different δ s. It appears that, for this application, risk estimates are insensitive to the mis data and the various non-response used to deal with them.

23 Combined formulation: Y = Xβ + (1 R)δ + ɛ if ɛ N(0, σ 2 ), then Y obs N(Xβ, σ 2 ) (1) Y mis N(Xβ + δ, σ 2 ) (2) P(R = 1)P(Y X, R = 1) logit{p(r = 1 X, Y )} = log[ P(R = 0)P(Y X, R = 0) ] where ψ 1 = δ/σ 2 so that δ = ψ 1 σ 2. = ψ 0 + ψ 1 Y + ψ 2 X, (3)

24 Assume P(R = 1 X, Y ) is known (unrealistic!) Y R 1 - P(R = 1 X, Y) R

25 Gr Y R R 1 E(Y X,R, R 1 ) µ µ µ µ It can be shown that µ 10 = µ 01 µ 11 µ 10 µ 01 µ 00 The idea? Impute group 3 from group 2 Impute group 4 from groups 2 and 1

26 But in reality P(R = 1 X, Y ) is unknown Y R R X Figure : The schematic representation of the data

27 But in reality P(R = 1 X, Y ) is unknown Y R R X Fully Conditional Specification: Y P(Y X, R, R 1 ) R 1 P(R 1 X, Y ) Figure : The schematic representation of the data

28 1 Impute initially missing values (Y ) 2 Draw Ṙ from a Bernouli process (Ṙ Ber(1, π)) where π = P(R = 1 X, Y ) 3 Using groups 1 and 2, estimate β and δ from E(Y X, R = 1, R 1 = r 1 ) = Xβ + δ(r 1 1), r 1 = 0, 1 4 Draw β from its posterior distribution for a given prior for β 5 Predict the missing data for group 3 using X β ˆδ 6 Predict the missing data for group 4 using X β 2ˆδ 7 Impute the missing data by adding an appropriate amount of noise to the predicted values 8 Return to Step 2

29 How to implement the drawn method in MICE? > mice(data, meth = "ri") The RI function: > mice.impute.ri(y, ry, x, ri.maxit = 10,...) Note: 1 only for continuous variables (the current version) 2 the same covariates for both (the current version)

30 Summary Participants: 956 Observed BP: 835 Missing BP: 121 Imputation model BP sex, age, hypertension, haemoglobin, etc. Missingness mechanism logit{p(r = 1 Y, X)} BP, type of residence, ADL, previous hypertension, etc. - Number of iterations: 10 - Number of multiple s: 50

31 Table : Mean and standard error (SE) for the systolic blood pressure using CC, MI and RI Total Imputed Method Mean SE Mean SE CC MI RI

32 An interesting result: Research Master MS Using the RI method, we are able to estimate ˆδ = = This value is very similar to the amount of the adjustment in van Buuren et al. (1999) based on a numerical example.

33 Effect of response mechanism on BP density density Systolic BP (mmhg) BP Leiden85+ (the drawn method) Numerical example (van Buuren et al. 1999)

34 A summary of the under MNAR 1 All methods for the incomplete data under MNAR make unverified assumptions 2 Selection model: the distribution of the full data 3 : the distribution of the missing data 4 : the distribution of the selection function

35 General advice on MNAR 1 Why is the ignorability assumption is suspected? (why MNAR assumption) 2 Include as much data as possible in the model 3 Limit the possible non-ignorable alternatives

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