A comparison of full information maximum likelihood and multiple imputation in structural equation modeling with missing data.
Bibliographic Data
| ID | 23344835 |
|---|---|
| Authors | Taehun Lee (0000-0001-8261-701X, Chung-Ang University), Dexin Shi (0000-0002-4120-6756, University of South Carolina) |
| Year | 2021 |
| Volume | 26 |
| Issue | 4 |
| Pages | 466-485 |
| Publication date | 2021-08-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Psychological Methods (JOURNAL) |
| Journal identifiers | ISSN: 1082-989X • E-ISSN: 1939-1463 |
| Publisher | American Psychological Association (APA) (PUBLISHER) |
| DOI | 10.1037/met0000381 |
| PMID | 33507765 |
| OpenAlex | W3122684892 |
| Language | EN |
| Citations received | 89 |
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).
Econometrics · Estimator · Imputation (statistics) · Maximum likelihood · Mean squared error · Missing data · Monte Carlo method · Population · Restricted maximum likelihood · Sample size determination · Statistics · Structural equation modeling · Mathematics · Mental Health Research Topics
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| Unique citing works | 89 |
|---|---|
| Citations per year | 17,8 |
| Citation span | 2021 - 2026 (6) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 88 |