Department of Psychology, Chung-Ang University.
Department of Psychology, University of South Carolina.
Psychol Methods. 2021 Aug;26(4):466-485. doi: 10.1037/met0000381. Epub 2021 Jan 28.
This article compares two missing data procedures, full information maximum likelihood (FIML) and multiple imputation (MI), to investigate their relative performances in relation to the results from analyses of the original complete data or the hypothetical data available before missingness occurred. By expressing the FIML estimator as a special MI estimator, we predicted the expected patterns of discrepancy between the two estimators. Via Monte Carlo simulation studies where we have access to the original complete data, we compare the performance of FIML and MI estimators to that of the complete data maximum likelihood (ML) estimator under a wide range of conditions, including differences in sample size, percent of missingness, and degrees of model misfit. Our study confirmed well-known knowledge that the two estimators tend to yield essentially equivalent results to each other and to those from analysis of complete data when the postulated model is correctly specified. However, some noteworthy patterns of discrepancies were found between the FIML and MI estimators when the hypothesized model does not hold exactly in the population: MI-based parameter estimates, comparative fit index (CFI), and the Tucker Lewis index (TLI) tend to be closer to the counterparts of the complete data ML estimates, whereas FIML-based chi-squares and root mean square error of approximation (RMSEA) tend to be closer to the counterparts of the complete data ML estimates. We explained the observed patterns of discrepancy between the two estimators as a function of the interplay between the parsimony and accuracy of the imputation model. We concluded by discussing practical and methodological implications and issues for further research. (PsycInfo Database Record (c) 2021 APA, all rights reserved).
本文比较了两种缺失数据处理方法,完全信息极大似然估计(FIML)和多重插补(MI),以研究它们相对于分析原始完整数据或缺失发生前可用的假设数据的结果的相对性能。通过将 FIML 估计器表示为特殊的 MI 估计器,我们预测了这两个估计器之间差异的预期模式。通过蒙特卡罗模拟研究,我们在广泛的条件下比较了 FIML 和 MI 估计器的性能,包括样本量、缺失百分比和模型失配程度的差异,与完整数据最大似然(ML)估计器的性能进行比较。我们的研究证实了一个众所周知的知识,即当假定模型正确指定时,这两个估计器往往彼此以及与完整数据分析的结果产生基本等效的结果。然而,当假设模型在总体中不完全成立时,我们发现 FIML 和 MI 估计器之间存在一些值得注意的差异模式:基于 MI 的参数估计、比较拟合指数(CFI)和 Tucker-Lewis 指数(TLI)往往更接近完整数据 ML 估计的对应值,而基于 FIML 的卡方和近似均方根误差(RMSEA)则更接近完整数据 ML 估计的对应值。我们将这两个估计器之间观察到的差异模式解释为插补模型的简约性和准确性之间相互作用的函数。最后,我们讨论了实际和方法学的影响以及进一步研究的问题。(PsycInfo 数据库记录(c)2021 APA,保留所有权利)。