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Background  Missing data is a common problem in epidemiological studies, and is particularly prominent in longitudinal data, which involve multiple waves of data collection. Traditional multiple imputation (MI) methods (fully conditional specification (FCS) and multivariate normal imputation (MVNI)) treat repeated measurements of the same time-dependent variable as just another ‘distinct’ variable for imputation and therefore do not make the most of the longitudinal structure of the data. Only a few studies have explored extensions to the standard approaches to account for the temporal structure of longitudinal data. One suggestion is the two-fold fully conditional specification (two-fold FCS) algorithm, which restricts the imputation of a time-dependent variable to time blocks where the imputation model includes measurements taken at the specified and adjacent times. To date, no study has investigated the performance of two-fold FCS and standard MI methods for handling missing data in a time-varying covariate with a non-linear trajectory over time – a commonly encountered scenario in epidemiological studies.    Methods  We simulated 1000 datasets of 5000 individuals based on the Longitudinal Study of Australian Children (LSAC). Three missing data mechanisms: missing completely at random (MCAR), and a weak and a strong missing at random (MAR) scenarios were used to impose missingness on body mass index (BMI) for age z-scores; a continuous time-varying exposure variable with a non-linear trajectory over time. We evaluated the performance of FCS, MVNI, and two-fold FCS for handling up to 50% of missing data when assessing the association between childhood obesity and sleep problems.    Results  The standard two-fold FCS produced slightly more biased and less precise estimates than FCS and MVNI. We observed slight improvements in bias and precision when using a time window width of two for the two-fold FCS algorithm compared to the standard width of one.    Conclusion  We recommend the use of FCS or MVNI in a similar longitudinal setting, and when encountering convergence issues due to a large number of time points or variables with missing values, the two-fold FCS with exploration of a suitable time window.    Electronic supplementary material  The online version of this article (doi:10.1186/s12874-017-0372-y) contains supplementary material, which is available to authorized users.

bmc medical research methodology

A comparison of multiple imputation methods for handling missing values in longitudinal data in the presence of a time-varying covariate with a non-linear association with time: a simulation study