Skip to main content
Top
Published in: BMC Medical Research Methodology 1/2018

Open Access 01-12-2018 | Research article

Does pattern mixture modelling reduce bias due to informative attrition compared to fitting a mixed effects model to the available cases or data imputed using multiple imputation?: a simulation study

Authors: Catherine A. Welch, Séverine Sabia, Eric Brunner, Mika Kivimäki, Martin J. Shipley

Published in: BMC Medical Research Methodology | Issue 1/2018

Login to get access

Abstract

Background

Informative attrition occurs when the reason participants drop out from a study is associated with the study outcome. Analysing data with informative attrition can bias longitudinal study inferences. Approaches exist to reduce bias when analysing longitudinal data with monotone missingness (once participants drop out they do not return). However, findings may differ when using these approaches to analyse longitudinal data with non-monotone missingness.

Methods

Different approaches to reduce bias due to informative attrition in non-monotone longitudinal data were compared. To achieve this aim, we simulated data from a Whitehall II cohort epidemiological study, which used the slope coefficients from a linear mixed effects model to investigate the association between smoking status at baseline and subsequent decline in cognition scores. Participants with lower cognitive scores were thought to be more likely to drop out. By using a simulation study, a range of scenarios using distributions of variables which exist in real data were compared.
Informative attrition that would introduce a known bias to the simulated data was specified and the estimates from a mixed effects model with random intercept and slopes when fitted to: available cases; data imputed using multiple imputation (MI); imputed data adjusted using pattern mixture modelling (PMM) were compared. The two-fold fully conditional specification MI approach, previously validated for non-monotone longitudinal data under ignorable missing data assumption, was used. However, MI may not reduce bias because informative attrition is non-ignorable missing. Therefore, PMM was applied to reduce the bias, usually unknown, by adjusting the values imputed with MI by a fixed value equal to the introduced bias.

Results

With highly correlated repeated outcome measures, the slope coefficients from a mixed effects model were found to have least bias when fitted to available cases. However, for moderately correlated outcome measurements, the slope coefficients from fitting a mixed effects model to data adjusted using PMM were least biased but still underestimated the true coefficients.

Conclusions

PMM may potentially reduce bias in studies analysing longitudinal data with suspected informative attrition and moderately correlated repeated outcome measurements. Including additional auxiliary variables in the imputation model may also reduce any remaining bias.
Appendix
Available only for authorised users
Literature
1.
go back to reference Hogan JW, Roy J, Korkontzelou C. Major lipids, apolipoproteins, and risk of vascular disease. JAMA. 2009;302(18):1993–2000.CrossRef Hogan JW, Roy J, Korkontzelou C. Major lipids, apolipoproteins, and risk of vascular disease. JAMA. 2009;302(18):1993–2000.CrossRef
2.
go back to reference Rubin DB. Multiple imputation for nonresponse in surveys. New York: Wiley; 1987.CrossRef Rubin DB. Multiple imputation for nonresponse in surveys. New York: Wiley; 1987.CrossRef
3.
go back to reference Carpenter J, Kenward MG. Multiple imputation and its application: statistics in practice. UK: Wiley; 2013.CrossRef Carpenter J, Kenward MG. Multiple imputation and its application: statistics in practice. UK: Wiley; 2013.CrossRef
4.
go back to reference Nevalainen J, Kenward MG, Virtanen SM. Missing values in longitudinal dietary data: a multiple imputation approach based on a fully conditional specification. StatMed. 2009;28(29):3657–69. Nevalainen J, Kenward MG, Virtanen SM. Missing values in longitudinal dietary data: a multiple imputation approach based on a fully conditional specification. StatMed. 2009;28(29):3657–69.
5.
go back to reference Welch CA, Petersen I, Bartlett J, et al. Evaluation of two-fold fully conditional specification multiple imputation for longitudinal electronic health record data. Stat.Med. 2014;33(21):3725–37. Welch CA, Petersen I, Bartlett J, et al. Evaluation of two-fold fully conditional specification multiple imputation for longitudinal electronic health record data. Stat.Med. 2014;33(21):3725–37.
6.
go back to reference Seaman SR, White IR. Review of inverse probability weighting for dealing with missing data. Stat Methods Med Res. 2013;22(3):278–95.CrossRefPubMed Seaman SR, White IR. Review of inverse probability weighting for dealing with missing data. Stat Methods Med Res. 2013;22(3):278–95.CrossRefPubMed
7.
go back to reference Hedeker D, Gibbons RD. Application of random-effects pattern-mixture models for missing data in longitudinal studies. Psychol Methods. 1997;2(1):64–78.CrossRef Hedeker D, Gibbons RD. Application of random-effects pattern-mixture models for missing data in longitudinal studies. Psychol Methods. 1997;2(1):64–78.CrossRef
8.
go back to reference Demirtas H, Schafer JL. On the performance of random-coefficient pattern-mixture models for non-ignorable drop-out. Stat Med. 2003;22:2553–75.CrossRefPubMed Demirtas H, Schafer JL. On the performance of random-coefficient pattern-mixture models for non-ignorable drop-out. Stat Med. 2003;22:2553–75.CrossRefPubMed
9.
go back to reference Curran D, Molenberghs G, Thijs H, et al. Sensitivity analysis for pattern mixture models. J Biopharm Stat. 2004;14(1):125–43. Curran D, Molenberghs G, Thijs H, et al. Sensitivity analysis for pattern mixture models. J Biopharm Stat. 2004;14(1):125–43.
10.
go back to reference Little RJ, Wang J, Sun X, et al. The treatment of missing data in a large cardiovascular clinical outcomes study. Clin Trials. 2016;13(3):344–51. Little RJ, Wang J, Sun X, et al. The treatment of missing data in a large cardiovascular clinical outcomes study. Clin Trials. 2016;13(3):344–51.
11.
go back to reference Burton A, Altman DG, Royston P, et al. The design of simulation studies in medical statistics. Stat Med. 2006;25(24):4279–92. Burton A, Altman DG, Royston P, et al. The design of simulation studies in medical statistics. Stat Med. 2006;25(24):4279–92.
12.
13.
go back to reference Sabia S, Elbaz A, Dugravot A, et al. Impact of smoking on cognitive decline in early old age. Arch Gen Psychiatry. 2012;69(6):627–35. Sabia S, Elbaz A, Dugravot A, et al. Impact of smoking on cognitive decline in early old age. Arch Gen Psychiatry. 2012;69(6):627–35.
14.
go back to reference Little RJ, Rubin DB. Statistical analysis with missing data. New York: Wiley; 2002.CrossRef Little RJ, Rubin DB. Statistical analysis with missing data. New York: Wiley; 2002.CrossRef
15.
go back to reference van Buuren S, Brand JPL, Groothuis-Oudshoorn K, et al. Fully conditional specification in multivariate imputation. J Stat Comput Simul. 2006;76(12):1049–64. van Buuren S, Brand JPL, Groothuis-Oudshoorn K, et al. Fully conditional specification in multivariate imputation. J Stat Comput Simul. 2006;76(12):1049–64.
16.
go back to reference Kenward MG, Carpenter J. Multiple imputation: current perspectives. Stat Methods Med Res. 2007;16(3):199–218.CrossRefPubMed Kenward MG, Carpenter J. Multiple imputation: current perspectives. Stat Methods Med Res. 2007;16(3):199–218.CrossRefPubMed
17.
go back to reference Lee KJ, Carlin JB. Multiple imputation for missing data: fully conditional specification versus multivariate normal imputation. Am J Epidemiol. 2010;171(5):624–32.CrossRefPubMed Lee KJ, Carlin JB. Multiple imputation for missing data: fully conditional specification versus multivariate normal imputation. Am J Epidemiol. 2010;171(5):624–32.CrossRefPubMed
18.
go back to reference White IR, Daniel R, Royston P. Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables. Computat Stat Data Anal. 2010;54(10):2267–75.CrossRef White IR, Daniel R, Royston P. Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables. Computat Stat Data Anal. 2010;54(10):2267–75.CrossRef
19.
go back to reference Sterne JA, White IR, Carlin JB, et al. Multiple imputation for missing data in epidemiological and clinical research: potential and pitfalls. BMJ. 2009;338:b2393. Sterne JA, White IR, Carlin JB, et al. Multiple imputation for missing data in epidemiological and clinical research: potential and pitfalls. BMJ. 2009;338:b2393.
20.
go back to reference Raven JC. In guide to using the Mill Hill vocabulary test with progressive matrices. London: HK Lewis; 1965. Raven JC. In guide to using the Mill Hill vocabulary test with progressive matrices. London: HK Lewis; 1965.
21.
go back to reference Heim AW, In AH. 4 group test of general intelligence. Windsor: NFER-Nelson Publishing Co Ltd; 1970. Heim AW, In AH. 4 group test of general intelligence. Windsor: NFER-Nelson Publishing Co Ltd; 1970.
22.
go back to reference Borkowski JG, Benton AL, Spreen O. Word fluency and brain damage. Neuropsychologica. 1967;5(2):135–40.CrossRef Borkowski JG, Benton AL, Spreen O. Word fluency and brain damage. Neuropsychologica. 1967;5(2):135–40.CrossRef
23.
go back to reference Arvanitakis Z, Grodstein F, Bienias JL, et al. Relation of nsaids to incident ad, change in cognitive function, and ad pathology. Neurology. 2008;70(23):2219–25.CrossRefPubMed Arvanitakis Z, Grodstein F, Bienias JL, et al. Relation of nsaids to incident ad, change in cognitive function, and ad pathology. Neurology. 2008;70(23):2219–25.CrossRefPubMed
25.
go back to reference Collins LM, Schafer JL, Kam CM. A comparison of inclusive and restrictive strategies in modern missing data procedures. Psychol Methods. 2001;6(4):330–51.CrossRefPubMed Collins LM, Schafer JL, Kam CM. A comparison of inclusive and restrictive strategies in modern missing data procedures. Psychol Methods. 2001;6(4):330–51.CrossRefPubMed
26.
go back to reference Welch CA, Bartlett J, Petersen I. Application of multiple imputation using the two-fold fully conditional specification algorithm in longitudinal clinical data. Stata J. 2014;14(2):418–31.PubMedPubMedCentral Welch CA, Bartlett J, Petersen I. Application of multiple imputation using the two-fold fully conditional specification algorithm in longitudinal clinical data. Stata J. 2014;14(2):418–31.PubMedPubMedCentral
27.
go back to reference White IR, Carlin JB. Bias and efficiency of multiple imputation compared with complete-case analysis for missing covariate values. Stat Med. 2010;29(28):2920–31.CrossRefPubMed White IR, Carlin JB. Bias and efficiency of multiple imputation compared with complete-case analysis for missing covariate values. Stat Med. 2010;29(28):2920–31.CrossRefPubMed
28.
go back to reference von Hippel PT. Regression with missing ys: an improved strategy for analyzing multiply imputed data. Sociol Methodol. 2007;29:83–117.CrossRef von Hippel PT. Regression with missing ys: an improved strategy for analyzing multiply imputed data. Sociol Methodol. 2007;29:83–117.CrossRef
29.
go back to reference Sullivan TR, Salter AB, Ryan P, et al. Bias and precision of the “multiple imputation, then deletion” method for dealing with missing outcome data. Am J Epidemiol. 2015;182(6):528–34.CrossRefPubMed Sullivan TR, Salter AB, Ryan P, et al. Bias and precision of the “multiple imputation, then deletion” method for dealing with missing outcome data. Am J Epidemiol. 2015;182(6):528–34.CrossRefPubMed
30.
go back to reference White IR, Royston P, Wood AM. Multiple imputation using chained equations: issues and guidance for practice. Stat Med. 2011;30(4):377–99.CrossRefPubMed White IR, Royston P, Wood AM. Multiple imputation using chained equations: issues and guidance for practice. Stat Med. 2011;30(4):377–99.CrossRefPubMed
31.
go back to reference Wang C, Hall CB. Correction of bias from non-random missing longitudinal data using auxiliary information. Statist Med. 2010;29:671–9. Wang C, Hall CB. Correction of bias from non-random missing longitudinal data using auxiliary information. Statist Med. 2010;29:671–9.
32.
go back to reference Rawlings AM, Sang Y, Sharrett AR, et al. Multiple imputation of cognitive performance as a repeatedly measured outcome. Eur J Epidemiol. 2017;32(1):55–66. Rawlings AM, Sang Y, Sharrett AR, et al. Multiple imputation of cognitive performance as a repeatedly measured outcome. Eur J Epidemiol. 2017;32(1):55–66.
33.
go back to reference Lotz M, Miyahara S and Tang G. Pattern mixture models incorporating reasons for dropout. Biometrics section: Proceedings of the Survey Research Methods Section, American Statistical Association; 2008. Lotz M, Miyahara S and Tang G. Pattern mixture models incorporating reasons for dropout. Biometrics section: Proceedings of the Survey Research Methods Section, American Statistical Association; 2008.
34.
go back to reference Mein G, Johal S, Grant RL, et al. Predictors of two forms of attrition in a longitudinal health study involving ageing participants: an analysis based on the Whitehall II study. BMC Med Res Methodol. 2012;12:164.CrossRefPubMedPubMedCentral Mein G, Johal S, Grant RL, et al. Predictors of two forms of attrition in a longitudinal health study involving ageing participants: an analysis based on the Whitehall II study. BMC Med Res Methodol. 2012;12:164.CrossRefPubMedPubMedCentral
35.
go back to reference Biering K, Hjollund NH, Frydenberg M. Using multiple imputation to deal with missing data and attrition in longitudinal studies with repeated measures of patient-reported outcomes. Clin Epidemiol. 2015;7:91–106.CrossRefPubMedPubMedCentral Biering K, Hjollund NH, Frydenberg M. Using multiple imputation to deal with missing data and attrition in longitudinal studies with repeated measures of patient-reported outcomes. Clin Epidemiol. 2015;7:91–106.CrossRefPubMedPubMedCentral
36.
go back to reference Zaninotto P, Sacker A. Missing data in longitudinal surveys: a comparison of performance of modern techniques. J Modern Appl Stat Methods. 2017;16(2):378–402.CrossRef Zaninotto P, Sacker A. Missing data in longitudinal surveys: a comparison of performance of modern techniques. J Modern Appl Stat Methods. 2017;16(2):378–402.CrossRef
37.
go back to reference Grund S, Ludtke O, Robitzsch A. Multiple imputation of missing covariate values in multilevel models with random slopes: a cautionary note. Behav Res Methods. 2016;48:640–9.CrossRefPubMed Grund S, Ludtke O, Robitzsch A. Multiple imputation of missing covariate values in multilevel models with random slopes: a cautionary note. Behav Res Methods. 2016;48:640–9.CrossRefPubMed
38.
go back to reference Demirtas H. Multiple imputation under bayesianly smoothed pattern-mixture models for non-ignorable drop-out. Statist Med. 2005;24:2345–63.CrossRef Demirtas H. Multiple imputation under bayesianly smoothed pattern-mixture models for non-ignorable drop-out. Statist Med. 2005;24:2345–63.CrossRef
39.
go back to reference Yang M, Wang L, Maxwell SE. Bias in longitudinal data analysis with missing data using typical linear mixed-effects modelling and pattern-mixture approach: an analytical illustration. Br J Math Stat Psychol. 2015;68:246–67.CrossRefPubMed Yang M, Wang L, Maxwell SE. Bias in longitudinal data analysis with missing data using typical linear mixed-effects modelling and pattern-mixture approach: an analytical illustration. Br J Math Stat Psychol. 2015;68:246–67.CrossRefPubMed
40.
go back to reference Dugravot A, Sabia S, Shipley MJ, et al. Detection of outliers due to participants’ non-adherence to protocol in a longitudinal. Study of cognitive decline. PLoS One. 2015;10(7):e0132110.CrossRefPubMedPubMedCentral Dugravot A, Sabia S, Shipley MJ, et al. Detection of outliers due to participants’ non-adherence to protocol in a longitudinal. Study of cognitive decline. PLoS One. 2015;10(7):e0132110.CrossRefPubMedPubMedCentral
41.
go back to reference Division of Behavioral National Research Council. Panel on Handling Missing Data in Clinical Trials. Committee on. National Statistics, Social sciences, and education. The prevention and treatment of missing data in clinical trials. Washington, DC: The National Academies Press; 2010. Division of Behavioral National Research Council. Panel on Handling Missing Data in Clinical Trials. Committee on. National Statistics, Social sciences, and education. The prevention and treatment of missing data in clinical trials. Washington, DC: The National Academies Press; 2010.
Metadata
Title
Does pattern mixture modelling reduce bias due to informative attrition compared to fitting a mixed effects model to the available cases or data imputed using multiple imputation?: a simulation study
Authors
Catherine A. Welch
Séverine Sabia
Eric Brunner
Mika Kivimäki
Martin J. Shipley
Publication date
01-12-2018
Publisher
BioMed Central
Published in
BMC Medical Research Methodology / Issue 1/2018
Electronic ISSN: 1471-2288
DOI
https://doi.org/10.1186/s12874-018-0548-0

Other articles of this Issue 1/2018

BMC Medical Research Methodology 1/2018 Go to the issue