Multiple imputation strategies for missing event times in a multi‐state model analysis

Abstract

In clinical studies, multi‐state model (MSM) analysis is often used to describe the sequence of events that patients experience, enabling better understanding of disease progression. A complicating factor in many MSM studies is that the exact event times may not be known. Motivated by a real dataset of patients who received stem cell transplants, we considered the setting in which some event times were exactly observed and some were missing. In our setting, there was little information about the time intervals in which the missing event times occurred and missingness depended on the event type, given the analysis model covariates. These additional challenges limited the usefulness of some missing data methods (maximum likelihood, complete case analysis, and inverse probability weighting). We show that multiple imputation (MI) of event times can perform well in this setting. MI is a flexible method that can be used with any complete data analysis model. Through an extensive simulation study, we show that MI by predictive mean matching (PMM), in which sampling is from a set of observed times without reliance on a specific parametric distribution, has little bias when event times are missing at random, conditional on the observed data. Applying PMM separately for each sub‐group of patients with a different pathway through the MSM tends to further reduce bias and improve precision. We recommend MI using PMM methods when performing MSM analysis with Markov models and partially observed event times.