Accounting for nonmonotone missing data using inverse probability weighting.

Stat Med

Department of Epidemiology, Gillings School of Global Public Health, University of North Carolina, Chapel Hill, North Carolina, USA.

Published: October 2023

Inverse probability weighting can be used to correct for missing data. New estimators for the weights in the nonmonotone setting were introduced in 2018. These estimators are the unconstrained maximum likelihood estimator (UMLE) and the constrained Bayesian estimator (CBE), an alternative if UMLE fails to converge. In this work we describe and illustrate these estimators, and examine performance in simulation and in an applied example estimating the effect of anemia on spontaneous preterm birth in the Zambia Preterm Birth Prevention Study. We compare performance with multiple imputation (MI) and focus on the setting of an observational study where inverse probability of treatment weights are used to address confounding. In simulation, weighting was less statistically efficient at the smallest sample size and lowest exposure prevalence examined (nā€‰=ā€‰1500, 15% respectively) but in other scenarios statistical performance of weighting and MI was similar. Weighting had improved computational efficiency taking, on average, 0.4 and 0.05 times the time for MI in R and SAS, respectively. UMLE was easy to implement in commonly used software and convergence failure occurred just twice in >200ā€‰000 simulated cohorts making implementation of CBE unnecessary. In conclusion, weighting is an alternative to MI for nonmonotone missingness, though MI performed as well as or better in terms of bias and statistical efficiency. Weighting's superior computational efficiency may be preferred with large sample sizes or when using resampling algorithms. As validity of weighting and MI rely on correct specification of different models, both approaches could be implemented to check agreement of results.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528196PMC
http://dx.doi.org/10.1002/sim.9860DOI Listing

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