Handling missing data when estimating causal effects with Targeted Maximum Likelihood Estimation (2112.05274v4)

Abstract: Targeted Maximum Likelihood Estimation (TMLE) is increasingly used for doubly robust causal inference, but how missing data should be handled when using TMLE with data-adaptive approaches is unclear. Based on the Victorian Adolescent Health Cohort Study, we conducted a simulation study to evaluate eight missing data methods in this context: complete-case analysis, extended TMLE incorporating outcome-missingness model, missing covariate missing indicator method, five multiple imputation (MI) approaches using parametric or machine-learning models. Six scenarios were considered, varying in exposure/outcome generation models (presence of confounder-confounder interactions) and missingness mechanisms (whether outcome influenced missingness in other variables and presence of interaction/non-linear terms in missingness models). Complete-case analysis and extended TMLE had small biases when outcome did not influence missingness in other variables. Parametric MI without interactions had large bias when exposure/outcome generation models included interactions. Parametric MI including interactions performed best in bias and variance reduction across all settings, except when missingness models included a non-linear term. When choosing a method to handle missing data in the context of TMLE, researchers must consider the missingness mechanism and, for MI, compatibility with the analysis method. In many settings, a parametric MI approach that incorporates interactions and non-linearities is expected to perform well.