Nijman SWJ, Groenhof TKJ, Hoogland J, Bots ML, Brandjes M, Jacobs JJL, Asselbergs FW, Moons KGM, Debray TPA
Objectives: In clinical practice, many prediction models cannot be used when predictor values are missing. We therefore propose and evaluate methods for real-time imputation.
Study design and Setting: We describe (i) mean imputation (where missing values are replaced by the sample mean), (ii) joint modeling imputation (JMI, where we use a multivariate normal approximation to generate patient-specific imputations) and (iii) conditional modeling imputation (CMI, where a multivariable imputation model is derived for each predictor from a population). We compared these methods in a case study evaluating the root mean squared error (RMSE) and coverage of the 95% confidence intervals (i.e. the proportion of confidence intervals that contain the true predictor value) of imputed predictor values.
Results: RMSE was lowest when adopting JMI or CMI, although imputation of individual predictors did not always lead to substantial improvements as compared to mean imputation. JMI and CMI appeared particularly useful when the values of multiple predictors of the model were missing. Coverage reached the nominal level (i.e. 95%) for both CMI and JMI.n
Conclusion: Multiple imputation using, either CMI or JMI, is recommended when dealing with missing predictor values in real time settings.