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Activity Number: 193
Type: Contributed
Date/Time: Monday, August 10, 2015 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract #314942
Title: Model Selection of Generalized Estimating Equations with Multiply Imputed Longitudinal Data
Author(s): Chung Wei Shen* and Yi-Hau Chen
Companies: and Academia Sinica
Keywords: Missing data ; Multiple imputation ; Variable selection
Abstract:

Multiple imputation (MI) has been popularly employed for analysis of missing longitudinal data. In particular, the MI-GEE method has been proposed for inference of generalized estimating equations (GEE) when missing data are imputed via MI. In this work, we extend the existing GEE model selection criteria, including the "quasi-likelihood under the independence model criterion" (QIC) and the "missing longitudinal information criterion" (MLIC), to accommodate multiple imputed datasets for selection of the MI-GEE mean model. According to real data analyses and simulations under nonmonotone missingness with moderate proportion of missing observations, we conclude that: (i) more than a few imputed datasets are required for stable and reliable model selection (ii) the MI-based GEE model selection methods with a suitable number of imputations generally perform well, while the naive application of existing model selection methods by simply ignoring missing observations may lead to very poor performance; (iii) the model selection criteria based on improper (frequentist) multiple imputation generally performs better than their analogies based on proper (Bayesian) multiple imputation.


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