A comparison of strategies for selecting auxiliary variables for multiple imputation.

ABSTRACT: Multiple imputation (MI) is a popular method for handling missing data. Auxiliary variables can be added to the imputation model(s) to improve MI estimates. However, the choice of which auxiliary variables to include is not always straightforward. Several data-driven auxiliary variable selection strategies have been proposed, but there has been limited evaluation of their performance. Using a simulation study we evaluated the performance of eight auxiliary variable selection strategies: (1, 2) two versions of selection based on correlations in the observed data; (3) selection using hypothesis tests of the "missing completely at random" assumption; (4) replacing auxiliary variables with their principal components; (5, 6) forward and forward stepwise selection; (7) forward selection based on

SUBMITTER: Mainzer RM 

PROVIDER: S-EPMC7615727 | biostudies-literature | 2024 Jan

REPOSITORIES: biostudies-literature