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A Comparsion of Multiple Imputation Methods for Missing Covariate Values in Recurrent Event Data
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2015 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

Multiple imputation (MI) is a commonly used approach to impute missing data. This thesis studies missing covariates in recurrent event data, and discusses ways to include the survival outcomes in the imputation model. Some MI methods under consideration are the event indicator D combined with, respectively, the right-censored event times T, the logarithm of T and the cumulative baseline hazard H0(T). After imputation, we can then proceed to the complete data analysis. The Cox proportional hazards (PH) model and the PWP model are chosen as the analysis models, and the coefficient estimates are of substantive interest. A Monte Carlo simulation study is conducted to compare different MI methods, the relative bias and mean square error will be used in the evaluation process. Furthermore, an empirical study based on cardiovascular disease event data which contains missing values will be conducted. Overall, the results show that MI based on the Nelson-Aalen estimate of H0(T) is preferred in most circumstances.

Place, publisher, year, edition, pages
2015. , 26 p.
Keyword [en]
Missing data, Multiple imputation, Missing covariates, Recurrent event data, Cox PH model, PWP model
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-256602OAI: oai:DiVA.org:uu-256602DiVA: diva2:825960
Educational program
Master Programme in Statistics
Available from: 2015-06-25 Created: 2015-06-24 Last updated: 2015-06-25Bibliographically approved

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ReferencesLink to record
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