Construction and assessment of prediction rules for binary outcome in the presence of missing predictor data using multiple imputation and cross-validation: methodological approach and data-based evaluation

DOI10.1002/BIMJ.201800289zbMATH Open1436.62605arXiv1810.05099OpenAlexW3005588092WikidataQ89690802 ScholiaQ89690802MaRDI QIDQ3299071FDOQ3299071

Authors: Bart Mertens, Erika Banzato, Liesbeth C. de Wreede 

Publication date: 17 July 2020

Published in: Biometrical Journal (Search for Journal in Brave)

Abstract: We investigate the problem of calibration and assessment of predictive rules in prognostic designs when missing values are present in the predictors. Our paper has two key objectives which are entwined. The first is to investigate how the calibration of the prediction rule can be combined with the use of multiple imputation to account for missing predictor observations. The second objective is to propose such methods that can be implemented with current multiple imputation software, while allowing for unbiased predictive assessment through validation on new observations for which outcome is not yet available. To inform the definition of methodology, we commence with a review of the theoretical background of multiple imputation as a model estimation approach as opposed to a purely algorithmic description. We specifically contrast application of multiple imputation for parameter (effect) estimation with predictive calibration. Based on this review, two approaches are formulated, of which the second utilizes application of the classical Rubin's rules for parameter estimation, while the first approach averages probabilities from models fitted on single imputations to directly approximate the predictive density for future observations. We present implementations using current software which allow for validatory or cross-validatory estimation of performance measures, as well as imputation of missing data in predictors on the future data where outcome is by definition as yet unobserved. We restrict discussion to binary outcome and logistic regression throughout, though the principles discussed are generally applicable. We present two data sets as examples from our regular consultative practice. Results show little difference between methods for accuracy but substantial reductions in variation of calibrated probabilities when using the first approach.

Full work available at URL: https://arxiv.org/abs/1810.05099

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zbMATH Keywords

predictioncross-validationmultiple imputationcalibrationbinary outcome

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited In (3)

• The estimation and use of predictions for the assessment of model performance using large samples with multiply imputed data
• Goodness-of-fit of conditional regression models for multiple imputation
• A comparison of imputation techniques for handling missing predictor values in a risk model with a binary outcome

Uses Software

• R

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