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Behav Res Methods. 2021 Dec;53(6):2631-2649. doi: 10.3758/s13428-020-01530-0. Epub 2021 May 23.

Multiple imputation of missing data in multilevel models with the R package mdmb: a flexible sequential modeling approach.

Behavior research methods

Simon Grund, Oliver Lüdtke, Alexander Robitzsch

Affiliations

  1. IPN - Leibniz Institute for Science and Mathematics Education, Kiel, Germany. [email protected].
  2. Centre for International Student Assessment, Munich, Germany. [email protected].
  3. IPN - Leibniz Institute for Science and Mathematics Education, Kiel, Germany.
  4. Centre for International Student Assessment, Munich, Germany.

PMID: 34027594 PMCID: PMC8613130 DOI: 10.3758/s13428-020-01530-0

Abstract

Multilevel models often include nonlinear effects, such as random slopes or interaction effects. The estimation of these models can be difficult when the underlying variables contain missing data. Although several methods for handling missing data such as multiple imputation (MI) can be used with multilevel data, conventional methods for multilevel MI often do not properly take the nonlinear associations between the variables into account. In the present paper, we propose a sequential modeling approach based on Bayesian estimation techniques that can be used to handle missing data in a variety of multilevel models that involve nonlinear effects. The main idea of this approach is to decompose the joint distribution of the data into several parts that correspond to the outcome and explanatory variables in the intended analysis, thus generating imputations in a manner that is compatible with the substantive analysis model. In three simulation studies, we evaluate the sequential modeling approach and compare it with conventional as well as other substantive-model-compatible approaches to multilevel MI. We implemented the sequential modeling approach in the R package mdmb and provide a worked example to illustrate its application.

© 2021. The Author(s).

Keywords: Interaction effects; Missing data; Multilevel analysis; Multiple imputation

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