On the Merits of Planning and Planning for Missing Data* *You’re a fool for not using planned missing data design Todd D. Little University of Kansas Director, Quantitative Training Program Director, Center for Research Methods and Data Analysis Director, Undergraduate Social and Behavioral Sciences Methodology Minor Member, Developmental Psychology Training Program crmda.KU.edu Workshop presented 5-23-2012 @ University of Turku, Finland Special Thanks to: Mijke Rhemtulla & Wei Wu crmda.KU.edu 1 Road Map • Learn about the different types of missing data • Learn about ways in which the missing data process can be recovered • Understand why imputing missing data is not cheating • Learn why NOT imputing missing data is more likely to lead to errors in generalization! • Learn about intentionally missing designs crmda.KU.edu 2 Key Considerations • Recoverability • • Is it possible to recover what the sufficient statistics would have been if there was no missing data? • (sufficient statistics = means, variances, and covariances) Is it possible to recover what the parameter estimates of a model would have been if there was no missing data. • Bias • Are the sufficient statistics/parameter estimates systematically different than what they would have been had there not been any missing data? • Power • Do we have the same or similar rates of power (1 – Type II error rate) as we would without missing data? crmda.KU.edu 3 Types of Missing Data • Missing Completely at Random (MCAR) • • No association with unobserved variables (selective process) and no association with observed variables Missing at Random (MAR) • No association with unobserved variables, but maybe related to observed variables • Random in the statistical sense of predictable • Non-random (Selective) Missing (MNAR) • Some association with unobserved variables and maybe with observed variables crmda.KU.edu 4 Effects of imputing missing data crmda.KU.edu 5 Effects of imputing missing data No Association with Observed Variable(s) An Association with Observed Variable(s) No Association with Unobserved /Unmeasured Variable(s) MCAR •Fully recoverable •Fully unbiased MAR • Partly to fully recoverable • Less biased to unbiased An Association with Unobserved /Unmeasured Variable(s) NMAR • Unrecoverable • Biased (same bias as not estimating) MAR/NMAR • Partly recoverable • Same to unbiased crmda.KU.edu 6 Effects of imputing missing data No Association with ANY Observed Variable An Association with Analyzed Variables An Association with Unanalyzed Variables No Association with Unobserved /Unmeasured Variable(s) MCAR •Fully recoverable •Fully unbiased MAR • Partly to fully recoverable • Less biased to unbiased MAR • Partly to fully recoverable • Less biased to unbiased An Association with Unobserved /Unmeasured Variable(s) NMAR • Unrecoverable • Biased (same bias as not estimating) MAR/NMAR • Partly to fully recoverable • Same to unbiased MAR/NMAR • Partly to fully recoverable • Same to unbiased Statistical Power: Will always be greater when missing data is imputed! crmda.KU.edu 7 Modern Missing Data Analysis MI or FIML • In 1978, Rubin proposed Multiple Imputation (MI) • • • • An approach especially well suited for use with large public-use databases. First suggested in 1978 and developed more fully in 1987. MI primarily uses the Expectation Maximization (EM) algorithm and/or the Markov Chain Monte Carlo (MCMC) algorithm. Beginning in the 1980’s, likelihood approaches developed. • • Multiple group SEM Full Information Maximum Likelihood (FIML). • An approach well suited to more circumscribed models crmda.KU.edu 8 60% MAR correlation estimates with 1 PCA auxiliary variable (r = .60) Figure 7. Simulation results showing XY correlation estimates (with 95 and 99% confidence intervals) associated with a 60% MAR Situation and 1 PCA auxiliary variable. crmda.KU.edu 9 Three-form design • What goes in the Common Set? Form Common Set X Variable Set A Variable Set B Variable Set C 1 ¼ of items ¼ of items ¼ of items missing 2 ¼ of items ¼ of items missing ¼ of items 3 ¼ of items missing ¼ of items ¼ of items crmda.KU.edu 10 Three-form design: Example • 21 questions made up of 7 3-question subtests Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.KU.edu 11 Three-form design: Example • Common Set (X) Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.KU.edu Three-form design: Example • Common Set (X) Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.ku.edu 13 Three-form design: Example • Set A Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.KU.edu 14 Three-form design: Example • Set B Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.KU.edu 15 Three-form design: Example • Set C Subtest Item Subtest Item Demographics How old are you? Are you male or female? What is your occupation? Extraversion Musical Taste What is your favorite genre of music? Do you like to listen to music while you work? Do you prefer music played loud or softly? I start conversations. I am the life of the party. I am comfortable around people. Neuroticism I get stressed out easily. I get irritated easily. I have frequent mood swings. swings. Conscientiousness I am always prepared. I like order. I pay attention to details. Agreeableness I am interested in people. I have a soft heart. I take time out for others. Openness I have a rich vocabulary. I have excellent ideas. I have a vivid imagination. crmda.KU.edu 16 Form 1 (XAB) Form 2 (XAC) Form 3 (XBC) How old are you? Are you male or female? What is your occupation? How old are you? Are you male or female? What is your occupation? How old are you? Are you male or female? What is your occupation? What is your favorite genre of What is your favorite genre of What is your favorite genre of music? music? music? Do you like to listen to music Do you like to listen to music Do you like to listen to music while you work? while you work? while you work? Do you prefer music played loud or Do you prefer music played loud or Do you prefer music played loud or softly? softly? softly? I have a rich vocabulary. I have excellent ideas. I have a rich vocabulary. I have a vivid imagination. I have excellent ideas. I have a vivid imagination. I start conversations. I am the life of the party. I start conversations. I am comfortable around people. I am the life of the party. I am comfortable around people. I get stressed out easily. I get irritated easily. I get stressed out easily. I have frequent mood swings. I get irritated easily. I have frequent mood swings. I am always prepared. I like order. I am always prepared. I pay attention to details. I like order. I pay attention to details. I am interested in people. I have a soft heart. I am interested in people. I take time out for others. I have a soft heart. I take time out for others. 17 Jazz 4 1 29 M server 5 1 27 M 6 2 21 7 2 8 4 4 -- 1 5 -- 1 2 -- 4 2 -- 3 2 -- soft 1 3 -- 2 2 -- 5 3 -- 4 1 -- 2 1 -- N soft 2 4 -- 5 5 -- 2 4 -- 5 1 -- 4 2 -- Metal N soft 1 3 -- 5 2 -- 2 1 -- 1 1 -- 4 2 -- chef Rock N soft 1 4 -- 5 1 -- 2 2 -- 5 3 -- 2 2 -- F painter Pop Y loud 4 -- 4 2 -- 1 1 -- 5 1 -- 5 5 -- 3 39 F librarian Alt N loud 1 -- 4 4 -- 3 4 -- 3 4 -- 2 4 -- 3 2 22 F server Ska N soft 4 -- 2 3 -- 3 3 -- 3 1 -- 2 5 -- 5 9 2 38 M doctor Punk N loud 1 -- 3 2 -- 2 2 -- 4 4 -- 1 3 -- 2 10 2 29 F statistician Pop N loud 4 -- 5 3 -- 4 5 -- 4 3 -- 2 3 -- 1 11 3 28 F chef Rock Y loud -- 3 3 -- 5 5 -- 5 4 -- 3 3 -- 2 5 12 3 25 M nurse Rock N soft -- 4 5 -- 2 2 -- 2 5 -- 4 5 -- 3 5 13 3 29 M lawyer Jazz Y soft -- 3 4 -- 3 2 -- 4 5 -- 4 5 -- 1 2 14 3 38 F accountant Metal N soft -- 3 1 -- 1 2 -- 3 3 -- 4 4 -- 5 4 15 3 21 F secretary Alt N loud -- 4 4 -- 1 2 -- 1 1 -- 5 3 -- 4 5 Genre Agree3 student Agree2 27 M Agree1 1 Consc3 3 Consc2 N Consc1 Funk Neuro3 musician Neuro2 F Neuro1 42 Extra3 1 Extra2 2 Extra1 professor Open3 Occupation F Open2 Sex 47 Open1 Age 1 Volume Form Work Music Participant 1 Classical N loud crmda.KU.edu 18 Expansions of 3-Form Design Forms Item Set Order 1 2 3 4 5 6 7 8 9 XAB XAC XBC AXB AXC BXC ABX ACX BCX (Graham, Taylor, Olchowski, & Cumsille, 2006) crmda.KU.edu 19 Expansions of 3-Form Design (Graham, Taylor, Olchowski, & Cumsille, 2006) crmda.KU.edu 20 2-Method Planned Missing Design crmda.KU.edu 21 2-Method Planned Missing Design Self-Report Bias SelfSelfReport 1 Report 2 CO Cotinine Smoking crmda.KU.edu 22 2-Method Measurement • Expensive Measure 1 • Gold standard– highly valid (unbiased) measure of • • the construct under investigation Problem: Measure 1 is time-consuming and/or costly to collect, so it is not feasible to collect from a large sample Inexpenseive Measure 2 • Practical– inexpensive and/or quick to collect on a • large sample Problem: Measure 2 is systematically biased so not ideal crmda.KU.edu 23 2-Method Measurement • e.g., measuring stress • • • Expensive Measure 1 = collect spit samples, measure cortisol Inexpensive Measure 2 = survey querying stressful thoughts e.g., measuring intelligence • Expensive Measure 1 = WAIS IQ scale • Inexpensive Measure 2 = multiple choice IQ test • e.g., measuring smoking • Expensive Measure 1 = carbon monoxide measure • Inexpensive Measure 2 = self-report • e.g., Student Attention • • Expensive Measure 1 = Classroom observations Inexpensive Measure 2 = Teacher report crmda.KU.edu 24 2-Method Measurement • How it works • ALL participants receive Measure 2 (the cheap • • one) A subset of participants also receive Measure 1 (the gold standard) Using both measures (on a subset of participants) enables us to estimate and remove the bias from the inexpensive measure (for all participants) using a latent variable model crmda.KU.edu 25 2-Method Measurement • Example • Does child’s level of classroom attention in Grade 1 • • predict math ability in Grade 3? Attention Measures • 1) Direct Classroom Assessment (2 items, N = 60) • 2) Teacher Report (2 items, N = 200) Math Ability Measure, 1 item (test score, N = 200) crmda.KU.edu 26 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias crmda.KU.edu 27 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias crmda.KU.edu 28 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias 29 crmda.KU.edu 29 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias 30 crmda.KU.edu 30 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias crmda.KU.edu 31 1 Attention (Grade 1) TR1 TR 2 DA1 DA 2 Math Score (Grade 3) 1 Teacher Report 1 Teacher Report 2 Direct Assessment 1 Direct Assessment 2 Math Score (Grade 3) (N = 200) (N = 200) (N = 60) (N = 60) (N = 200) 1 1 Teacher Bias 2 bias crmda.KU.edu 32 2-Method Planned Missing Design crmda.KU.edu 33 2-Method Planned Missing Design crmda.KU.edu 34 Developmental time-lag model • Use 2-time point data with variable time-lags to measure a growth trajectory + practice effects (McArdle & Woodcock, 1997) crmda.KU.edu 35 Time Age student T1 T2 1 5;6 5;7 2 5;3 5;8 3 4;9 4;11 4 4;6 5;0 5 4;11 5;4 6 5;7 5;10 7 5;2 5;3 8 5;4 5;8 0 1 2 crmda.KU.edu 3 4 5 6 36 T0 T1 T2 T3 crmda.KU.edu T4 T5 T6 37 Yt 1 I Bt G At P 1 Intercept 1 T0 1 1 T1 1 1 1 1 T2 T3 crmda.KU.edu T4 T5 T6 38 Yt 1 I Bt G At P Linear growth 1 1 Intercept 1 T0 1 Growth 1 T1 1 1 1 1 0 1 T2 2 3 4 5 T3 6 T4 T5 T6 39 crmda.KU.edu 39 Yt 1 I Bt G At P Constant Practice Effect 1 1 Intercept 1 T0 1 1 Growth 1 T1 1 1 1 1 0 1 T2 2 3 4 Practice 5 T3 crmda.KU.edu 6 T4 0 11 1 1 T5 1 1 T6 40 Yt 1 I Bt G At P Exponential Practice Decline 1 1 Intercept 1 T0 1 1 Growth 1 T1 1 1 1 1 0 1 T2 2 3 4 Practice 5 T3 crmda.KU.edu 6 T4 0 1 .87 .67 .55 T5 .45 .35 T6 41 The Equations for Each Time Point Constant Practice Effect Declining Practice Effect YT0 I YT1 I 1G P YT0 I YT1 I 1G 1.0 P YT2 I 2G P YT2 I 2G .82 P YT3 I 3G P YT3 I 3G .67 P YT 4 I 4G P YT 4 I 4G .55P YT 5 I 5G P YT 6 I 6G P YT 5 I 5G .45P YT 6 I 6G .37 P crmda.KU.edu 42 Developmental time-lag model • Summary • 2 measured time points are formatted according to • time-lag This formatting allows a growth-curve to be fit, measuring growth and practice effects crmda.KU.edu 43 age grade student K 1 2 1 5;6 6;7 7;3 2 5;3 6;0 7;4 3 4;9 5;11 6;10 4 4;6 5;5 6;4 5 4;11 5;9 6;10 6 5;7 6;7 7;5 7 5;2 6;1 7;3 8 5;4 6;5 7;6 4;64;11 5;0- 5;65;5 5;11 crmda.KU.edu 6;0- 6;66;5 6;11 7;0- 7;67;5 7;11 44 Out of 3 waves, we create 7 waves of data with high missingness Allows for more finetuned age-specific growth modeling Even high amounts of missing data are not typically a problem for estimation age 4;64;11 5;0- 5;65;5 5;11 6;0- 6;66;5 6;11 5;6 6;7 5;3 4;9 4;6 6;0 5;11 5;5 4;11 7;0- 7;67;5 7;11 7;3 7;4 6;10 6;4 5;9 6;10 5;7 6;7 5;2 6;1 5;4 6;5 crmda.KU.edu 7;5 7;3 7;6 45 Growth-Curve Design Group Time 1 Time 2 Time 3 Time 4 Time 5 1 x x x x x 2 x x x x missing 3 x x x missing x 4 x x missing x x 5 x missing x x x 6 missing x x x x crmda.KU.edu 46 Growth Curve Design II Group Time 1 Time 2 Time 3 Time 4 Time 5 1 x x x x x 2 x x x missing missing 3 x x missing x missing 4 x missing x x missing 5 missing x x x missing 6 x x missing missing x 7 x missing x missing x 8 missing x x missing x 9 x missing missing x x 10 missing x missing x x 11 missing missing x x x crmda.KU.edu 47 Growth Curve Design II Group Time 1 Time 2 Time 3 Time 4 Time 5 1 x x x x x 2 x x x missing missing 3 x x missing x missing 4 x missing x x missing 5 missing x x x missing 6 x x missing missing x 7 x missing x missing x 8 missing x x missing x 9 x missing missing x x 10 missing x missing x x 11 missing missing x x x crmda.KU.edu 48 The Impact of Auxiliary Variables • Consider the following Monte Carlo simulation: • 60% MAR (i.e., Aux1) missing data • 1,000 samples of N = 100 crmda.KU.edu www.crmda.ku.edu 49 Excluding A Correlate of Missingness crmda.KU.edu www.crmda.ku.edu 50 Simulation Results Showing the Bias Associated with Omitting a Correlate of Missingness. crmda.KU.edu 51 MNAR improvements crmda.KU.edu www.crmda.ku.edu 52 Simulation Results Showing the Bias Reduction Associated with Including Auxiliary Variables in a MNAR Situation. crmda.KU.edu 53 Improvement in power relative to the power of a model with no auxiliary variables. Simulation results showing the relative power associated with including auxiliary variables in a MCAR Situation. crmda.KU.edu 54 PCA Auxiliary Variables • Use PCA to reduce the dimensionality of the auxiliary variables in a data set. • A new smaller set of auxiliary variables are created (e.g., principal components) that contain all the useful information (both linear and non-linear) in the original data set. • These principal component scores are then used to inform the missing data handling procedure (i.e., FIML, MI). crmda.KU.edu www.crmda.ku.edu 55 The Use of PCA Auxiliary Variables • Consider a series of simulations: • MCAR, MAR, MNAR (10-60%) missing data • 1,000 samples of N = 50-1000 crmda.KU.edu www.crmda.ku.edu 56 60% MAR correlation estimates with no auxiliary variables Simulation results showing XY correlation estimates (with 95 and 99% confidence intervals) associated with a 60% MAR Situation. crmda.KU.edu 57 Bias – Linear MAR process ρAux,Y = .60; 60% MAR crmda.KU.edu 58 Non-Linear Missingness crmda.KU.edu 59 Bias – Non-Linear MAR process ρAux,Y = .60; 60% non-linear MAR crmda.KU.edu 60 Bias ρAux,Y = .60; 60% MAR crmda.KU.edu 61 Bias ρAux,Y = .60; 60% MAR crmda.KU.edu 62 Bias ρAux,Y = .60; 60% MAR crmda.KU.edu 63 60% MAR correlation estimates with no auxiliary variables Simulation results showing XY correlation estimates (with 95 and 99% confidence intervals) associated with a 60% MAR Situation. crmda.KU.edu 64 60% MAR correlation estimates with all possible auxiliary variables (r = .60) Simulation results showing XY correlation estimates (with 95 and 99% confidence intervals) associated with a 60% MAR Situation and 8 auxiliary variables. crmda.KU.edu 65 60% MAR correlation estimates with 1 PCA auxiliary variable (r = .60) Simulation results showing XY correlation estimates (with 95 and 99% confidence intervals) associated with a 60% MAR Situation and 1 PCA auxiliary variable. crmda.KU.edu 66 Auxiliary Variable Power Comparison 1 PCA Auxiliary All 8 Auxiliary Variables 1 Auxiliary crmda.KU.edu 67 Faster and more reliable convergence crmda.KU.edu 68 Summary • Including principal component auxiliary variables in the imputation model improves parameter estimation compared to • the absence of auxiliary variables and • beyond the improvement of typical auxiliary variables in most cases, particularly with the nonlinear MAR type of missingness. • Improve missing data handling procedures when the number of potential auxiliary variables is beyond a practical limit. crmda.KU.edu www.crmda.ku.edu 69 www.quant.ku.edu crmda.KU.edu 70 Simple Significance Testing with MI • Generate multiply imputed datasets (m). • Calculate a single covariance matrix on all N*m observations. • • Run the Analysis model on this single covariance matrix and use the resulting estimates as the basis for inference and hypothesis testing. • • By combining information from all m datasets, this matrix should represent the best estimate of the population associations. The fit function from this approach should be the best basis for making inferences about model fit and significance. Using a Monte Carlo Simulation, we test the hypothesis that this approach is reasonable. crmda.KU.edu 71 Population Model .5 1 1 Factor B Factor A .6 .3 A1 .3 .6 ... A2 .2 .2 .6 .6 .2 A10 B1 .3 .1 .1 .05 .05 .6 B2 .3 .05 .1 Covariate 1 .3 .6 .1 ... B10 .3 .1 .1 Covariate 2 3 crmda.KU.edu 72 Analysis Model ψ2,1 (0*)† 1* 1* Factor B Factor A λ1,1 A1 θ1,1 λ2, λ10, 1 1 A2 θ2,2 ... λ11,2 B1 A10 λ12, λ20, 2 2 B2 θ11,11 θ10,10 ... θ12,12 B10 θ20,20 †: ψ2,1 is fixed to zero to parameterize the alternative model. crmda.KU.edu 73 Results: Change in Chi-squared Test Percent Relative Bias N 100 250 500 PM SuperMatrix Naive 10 0.893 1.079 30 4.399 5.319 50 16.294 19.517 10 0.489 0.570 30 1.829 2.176 50 8.072 9.269 10 0.630 0.669 30 1.993 2.175 50 6.202 6.764 Note: The x-axis of the figure above represents levels of PM nested within sample size. crmda.KU.edu 74 On the Merits of Planning and Planning for Missing Data* *You’re a fool for not using planned missing data design Thanks for your attention! Questions? crmda.KU.edu Workshop presented 5-23-2012 @ University of Turku, Finland crmda.KU.edu 75 Update Dr. Todd Little is currently at Texas Tech University Director, Institute for Measurement, Methodology, Analysis and Policy (IMMAP) Director, “Stats Camp” Professor, Educational Psychology and Leadership Email: yhat@ttu.edu IMMAP (immap.educ.ttu.edu) Stats Camp (Statscamp.org) www.Quant.KU.edu 76