title: Multiple imputation in the presence of high-dimensional data.
abstract: Missing data are frequently encountered in biomedical, epidemiologic and social research. It is well known that a naive analysis without adequate handling of missing data may lead to bias and/or loss of efficiency. Partly due to its ease of use, multiple imputation has become increasingly popular in practice for handling missing data. However, it is unclear what is the best strategy to conduct multiple imputation in the presence of high-dimensional data. To answer this question, we investigate several approaches of using regularized regression and Bayesian lasso regression to impute missing values in the presence of high-dimensional data. We compare the performance of these methods through numerical studies, in which we also evaluate the impact of the dimension of the data, the size of the true active set for imputation, and the strength of correlation. Our numerical studies show that in the presence of high-dimensional data the standard multiple imputation approach performs poorly and the imputation approach using Bayesian lasso regression achieves, in most cases, better performance than the other imputation methods including the standard imputation approach using the correctly specified imputation model. Our results suggest that Bayesian lasso regression and its extensions are better suited for multiple imputation in the presence of high-dimensional data than the other regression methods.
authors.affiliation: Department of Biostatistics and Bioinformatics, Emory University, Atlanta, GA, USA.
authors.forename: Yize
authors.initials: Y
authors.lastname: Zhao
authors.affiliation: Department of Biostatistics and Bioinformatics, Emory University, Atlanta, GA, USA qlong@emory.edu.
authors.forename: Qi
authors.initials: Q
authors.lastname: Long
mesh_terms: D001499:Bayes Theorem; D015982:Bias; D003627:Data Interpretation, Statistical; D006801:Humans; D009010:Monte Carlo Method; D009369:Neoplasms / Q000235:genetics; D012044:Regression Analysis; D012107:Research Design; D012984:Software
keywords: Bayesian lasso regression; high-dimensional data; missing data; multiple imputation; regularized regression