Background: Multiple imputation is frequently used to address missing data when conducting statistical analyses. There is a paucity of research into the performance of multiple imputation when the prevalence of missing data is very high. Our objective was to assess the performance of multiple imputation when estimating a logistic regression model when the prevalence of missing data for predictor variables is very high.
Methods: Monte Carlo simulations were used to examine the performance of multiple imputation when estimating a multivariable logistic regression model. We varied the size of the analysis samples (N = 500, 1,000, 5,000, 10,000, and 25,000) and the prevalence of missing data (5-95% in increments of 5%).
Results: In general, multiple imputation performed well across the range of scenarios. The exceptions were in scenarios when the sample size was 500 or 1,000 and the prevalence of missing data was at least 90%. In these scenarios, the estimated standard errors of the log-odds ratios were very large and did not accurately estimate the standard deviation of the sampling distribution of the log-odds ratio. Furthermore, in these settings, estimated confidence intervals tended to be conservative. In all other settings (i.e., sample sizes > 1,000 or when the prevalence of missing data was less than 90%), then multiple imputation allowed for accurate estimation of a logistic regression model.
Conclusions: Multiple imputation can be used in many scenarios with a very high prevalence of missing data.
Keywords: Missing data; Monte Carlo simulations; Multiple imputation.
© 2022. The Author(s).