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Random-covariances and mixed-effects models for imputing multivariate multilevel continuous data. | LitMetric

Random-covariances and mixed-effects models for imputing multivariate multilevel continuous data.

Stat Modelling

Department of Epidemiology and Biostatistics, School of Public Health, University at Albany, SUNY.

Published: August 2011

AI Article Synopsis

Article Abstract

Principled techniques for incomplete-data problems are increasingly part of mainstream statistical practice. Among many proposed techniques so far, inference by multiple imputation (MI) has emerged as one of the most popular. While many strategies leading to inference by MI are available in cross-sectional settings, the same richness does not exist in multilevel applications. The limited methods available for multilevel applications rely on the multivariate adaptations of mixed-effects models. This approach preserves the mean structure across clusters and incorporates distinct variance components into the imputation process. In this paper, I add to these methods by considering a random covariance structure and develop computational algorithms. The attraction of this new imputation modeling strategy is to correctly reflect the mean and variance structure of the joint distribution of the data, and allow the covariances differ across the clusters. Using Markov Chain Monte Carlo techniques, a predictive distribution of missing data given observed data is simulated leading to creation of multiple imputations. To circumvent the large sample size requirement to support independent covariance estimates for the level-1 error term, I consider distributional impositions mimicking random-effects distributions assigned a priori. These techniques are illustrated in an example exploring relationships between victimization and individual and contextual level factors that raise the risk of violent crime.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3263314PMC
http://dx.doi.org/10.1177/1471082X1001100404DOI Listing

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