Predictive mean matching imputation of semicontinuous variables

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  • Gerko Vink
    Department of Methodology and Statistics Utrecht University Utrecht the Netherlands
  • Laurence E. Frank
    Department of Methodology and Statistics Utrecht University Utrecht the Netherlands
  • Jeroen Pannekoek
    Division of Methodology and Quality Statistics Netherlands The Hague the Netherlands
  • Stef van Buuren
    Department of Methodology and Statistics Utrecht University Utrecht the Netherlands

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<jats:p>Multiple imputation methods properly account for the uncertainty of missing data. One of those methods for creating multiple imputations is predictive mean matching (PMM), a general purpose method. Little is known about the performance of PMM in imputing non‐normal semicontinuous data (skewed data with a point mass at a certain value and otherwise continuously distributed). We investigate the performance of PMM as well as dedicated methods for imputing semicontinuous data by performing simulation studies under univariate and multivariate missingness mechanisms. We also investigate the performance on real‐life datasets. We conclude that PMM performance is at least as good as the investigated dedicated methods for imputing semicontinuous data and, in contrast to other methods, is the only method that yields plausible imputations and preserves the original data distributions.</jats:p>

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