Multiple Imputation of Composite Covariates in Survival Studies

Lily Clements, Alan C. Kimber and Stefanie Biedermann
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Lily Clements: School of Mathematical Sciences, University of Southampton, Southampton SO17 1BJ, UK
Alan C. Kimber: School of Mathematical Sciences, University of Southampton, Southampton SO17 1BJ, UK
Stefanie Biedermann: School of Mathematics and Statistics, The Open University, Milton Keynes MK7 6AA, UK

Stats, 2022, vol. 5, issue 2, 1-13

Abstract: Missing covariate values are a common problem in survival studies, and the method of choice when handling such incomplete data is often multiple imputation. However, it is not obvious how this can be used most effectively when an incomplete covariate is a function of other covariates. For example, body mass index (BMI) is the ratio of weight and height-squared. In this situation, the following question arises: Should a composite covariate such as BMI be imputed directly, or is it advantageous to impute its constituents, weight and height, first and to construct BMI afterwards? We address this question through a carefully designed simulation study that compares various approaches to multiple imputation of composite covariates in a survival context. We discuss advantages and limitations of these approaches for various types of missingness and imputation models. Our results are a first step towards providing much needed guidance to practitioners for analysing their incomplete survival data effectively.

Keywords: multiple imputation; SMCFCS; FCS; composite covariate; survival analysis (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2022
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