Impact of non-normal random effects on inference by multiple imputation: A simulation assessment.
Multivariate extensions of well-known linear mixed-effects models have been increasingly utilized in inference by multiple imputation in the analysis of multilevel incomplete data. The normality assumption for the underlying error terms and random effects plays a crucial role in simulating the posterior predictive distribution from which the multiple imputations are drawn. The plausibility of this normality assumption on the subject-specific random effects is assessed. Specifically, the performance of multiple imputation created under a multivariate linear mixed-effects model is investigated on a diverse set of incomplete data sets simulated under varying distributional characteristics. Under moderate amounts of missing data, the simulation study confirms that the underlying model leads to a well-calibrated procedure with negligible biases and actual coverage rates close to nominal rates in estimates of the regression coefficients. Estimation quality of the random-effect variance and association measures, however, are negatively affected from both the misspecification of the random-effect distribution and number of incompletely-observed variables. Some of the adverse impacts include lower coverage rates and increased biases.
Department of Epidemiology and Biostatistics, School of Public Health, University at Albany, SUNY, One University Place Room 139, Rensselaer, NY 12144, United States.
Recai M
RM
Yucel
Hakan
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Demirtas