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Multiple imputation of missing data in nested case-control and case-cohort studies.

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Seaman, Shaun R 
Bartlett, Jonathan W 
Wood, Angela M 


The nested case-control and case-cohort designs are two main approaches for carrying out a substudy within a prospective cohort. This article adapts multiple imputation (MI) methods for handling missing covariates in full-cohort studies for nested case-control and case-cohort studies. We consider data missing by design and data missing by chance. MI analyses that make use of full-cohort data and MI analyses based on substudy data only are described, alongside an intermediate approach in which the imputation uses full-cohort data but the analysis uses only the substudy. We describe adaptations to two imputation methods: the approximate method (MI-approx) of White and Royston (2009) and the "substantive model compatible" (MI-SMC) method of Bartlett et al. (2015). We also apply the "MI matched set" approach of Seaman and Keogh (2015) to nested case-control studies, which does not require any full-cohort information. The methods are investigated using simulation studies and all perform well when their assumptions hold. Substantial gains in efficiency can be made by imputing data missing by design using the full-cohort approach or by imputing data missing by chance in analyses using the substudy only. The intermediate approach brings greater gains in efficiency relative to the substudy approach and is more robust to imputation model misspecification than the full-cohort approach. The methods are illustrated using the ARIC Study cohort. Supplementary Materials provide R and Stata code.



Case-cohort study, Cohort study, Cox proportional hazards, Missing data, Multiple imputation, Nested case-control study, Biometry, Case-Control Studies, Cohort Studies, Computer Simulation, Data Interpretation, Statistical, Humans

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Oxford University Press (OUP)
Medical Research Council (G0701619)
Medical Research Council (MR/K014811/1)
Medical Research Council (MR/L003120/1)
Medical Research Council (G0700463)
British Heart Foundation (None)
Medical Research Council (G0700463/1)