Trung Phung

Trung Phung, Kyle Reese, Ilya Shpitser et al.

A common approach for handling missing values in data analysis pipelines is multiple imputation via software packages such as MICE (Van Buuren and Groothuis-Oudshoorn, 2011) and Amelia (Honaker et al., 2011). These packages typically assume the data are missing at random (MAR), and impose parametric or smoothing assumptions upon the imputing distributions in a way that allows imputation to proceed even if not all missingness patterns have support in the data. Such assumptions are unrealistic in practice, and induce model misspecification bias on any analysis performed after such imputation. In this paper, we provide a principled alternative. Specifically, we develop a new characterization for the full data law in graphical models of missing data. This characterization is constructive, is easily adapted for the calculation of imputation distributions for both MAR and MNAR (missing not at random) mechanisms, and is able to handle lack of support for certain patterns of missingness. We use this characterization to develop a new imputation algorithm -- Multivariate Imputation via Supported Pattern Recursion (MISPR) -- which uses Gibbs sampling, by analogy with the Multivariate Imputation with Chained Equations (MICE) algorithm, but which is consistent under both MAR and MNAR settings, and is able to handle missing data patterns with no support without imposing additional assumptions beyond those already imposed by the missing data model itself. In simulations, we show MISPR obtains comparable results to MICE when data are MAR, and superior, less biased results when data are MNAR. Our characterization and imputation algorithm based on it are a step towards making principled missing data methods more practical in applied settings, where the data are likely both MNAR and sufficiently high dimensional to yield missing data patterns with no support at available sample sizes.

Trung Phung, Jaron J. R. Lee, Opeyemi Oladapo-Shittu et al.

A common type of zero-inflated data has certain true values incorrectly replaced by zeros due to data recording conventions (rare outcomes assumed to be absent) or details of data recording equipment (e.g. artificial zeros in gene expression data). Existing methods for zero-inflated data either fit the observed data likelihood via parametric mixture models that explicitly represent excess zeros, or aim to replace excess zeros by imputed values. If the goal of the analysis relies on knowing true data realizations, a particular challenge with zero-inflated data is identifiability, since it is difficult to correctly determine which observed zeros are real and which are inflated. This paper views zero-inflated data as a general type of missing data problem, where the observability indicator for a potentially censored variable is itself unobserved whenever a zero is recorded. We show that, without additional assumptions, target parameters involving a zero-inflated variable are not identified. However, if a proxy of the missingness indicator is observed, a modification of the effect restoration approach of Kuroki and Pearl allows identification and estimation, given the proxy-indicator relationship is known. If this relationship is unknown, our approach yields a partial identification strategy for sensitivity analysis. Specifically, we show that only certain proxy-indicator relationships are compatible with the observed data distribution. We give an analytic bound for this relationship in cases with a categorical outcome, which is sharp in certain models. For more complex cases, sharp numerical bounds may be computed using methods in Duarte et al.[2023]. We illustrate our method via simulation studies and a data application on central line-associated bloodstream infections (CLABSIs).