Journal of Data Science

Missing data is a common occurrence in various fields, spanning social science, education, economics, and biomedical research. Disregarding missing data in statistical analyses can introduce bias to study outcomes. To mitigate this issue, imputation methods have proven effective in reducing nonresponse bias and generating complete datasets for subsequent analysis of secondary data. The efficacy of imputation methods hinges on the assumptions of the underlying imputation model. While machine learning techniques such as regression trees, random forest, XGBoost, and deep learning have demonstrated robustness against model misspecification, their optimal performance may necessitate fine-tuning under specific conditions. Moreover, imputed values generated by these methods can sometimes deviate unnaturally, falling outside the normal range. To address these challenges, we propose a novel Predictive Mean Matching imputation (PMM) procedure that leverages popular machine learning-based methods. PMM strikes a balance between robustness and the generation of appropriate imputed values. In this paper, we present our innovative PMM approach and conduct a comparative performance analysis through Monte Carlo simulation studies, assessing its effectiveness against other established methods.

We consider a continuous outcome subject to nonresponse and a fully observed covariate. We propose a spline proxy pattern-mixture model (S-PPMA), an extension of the proxy pattern-mixture model (PPMA) (Andridge and Little, 2011), to estimate the mean of the outcome under varying assumptions about nonresponse. S-PPMA improves the robustness of PPMA, which assumes bivariate normality between the outcome and the covariate, by modeling the relationship via a spline. Simulations indicate that S-PPMA outperforms PPMA when the data deviate from normality and are missing not at random, with minor losses of efficiency when the data are normal.