The impact of different imputation methods on estimates and model performance: an example using a risk prediction model for premature mortality

Abstract Objective To compare how different imputation methods affect the estimates and performance of a prediction model for premature mortality. Study Design and Setting Sex-specific Weibull accelerated failure time survival models were run on four separate datasets using complete case, mode, single and multiple imputation to impute missing values. Six performance measures were compared to access predictive accuracy (Nagelkerke R 2 , integrated brier score), discrimination (Harrell’s c-index, discrimination slope) and calibration (calibration in the large, calibration slope). Results The highest proportion of missingness for a single variable was 10.86% for the female model and 8.24% for the male model. Comparing the performance measures for complete case, mode, single and multiple imputation: the Nagelkerke R 2 values for the female model was 0.1084, 0.1116, 0.1120 and 0.111–0.1120 with the male model exhibited similar variation of 0.1050, 0.1078, 0.1078 and 0.1078–0.1081. Harrell’s c-index also demonstrated small variation with values of 0.8666, 0.8719, 0.8719 and 0.8711–0.8719 for the female model and 0.8549, 0.8548, 0.8550 and 0.8550–0.8553 for the male model. Conclusion In the scenarios examined in this study, mode imputation performed well when using a population health survey compared to single and multiple imputation when predictive performance measures is the main model goal. To generate unbiased hazard ratios, multiple imputation methods were superior. This study shows the need to consider the best imputation approach for a predictive model development given the conditions of missing data and the goals of the analysis.