Random draws from observed values for missing data: when do they support valid inference? A simulation study with a clinical illustration

Abstract Imputation methods that draw replacement values from a variable's admissible domain are attractive because they are simple and never produce structurally invalid values. This study asks when such draws support valid statistical inference. The Random-Draw Observation Framework (RDOF) is examined in three forms: the original Random-Draw Observation Imputation (ROI), which draws uniformly between the observed minimum and maximum; ROI-E, which draws from the empirical distribution of the observed values via the approximate Bayesian bootstrap; and Random-Draw Class Observation Imputation (RCOI-E), which applies the same draws within cells defined by a class variable and the analysis variables. We combine completed datasets using Rubin's rules and also assess the common practice of retaining the imputation with the smallest standard error (SE). In a pre-specified simulation study of 72 scenarios (six marginal distributions; MCAR, MAR and MNAR mechanisms; 30% and 60% missingness; strong and weak class variables; n = 340; 500 replications per scenario), uniform-range ROI attenuated the regression slope by 55–83% on average, and its 95% confidence intervals covered the true slope in no more than 16% of replications in any scenario (6% when averaged over distributions). Selecting the minimum-SE imputation understated the mean SE by up to 68% without reducing bias. RCOI-E never produced an invalid value and achieved 93–96% slope coverage at 30% missingness under all three mechanisms. Still, coverage fell to 85% at 60% MAR missingness and to 58% when the class variable was weakly informative. Predictive mean matching (PMM), which also imputes observed values, was more robust under MAR, whereas RCOI-E was comparable or slightly better under MCAR and MNAR. A resampling study of 270 complete clinical records (Statlog Heart data) reproduced these patterns: at 60% missingness, uniform-range ROI attenuated the slope of age on maximum heart rate by 71–74% and covered the true slope in at most 1% of replications, whereas RCOI-E and PMM kept coverage between 91% and 95%. Value-format preservation is therefore necessary but not sufficient: random-draw imputation supports valid inference only when the draws condition on the variables that drive the analysis and the missingness, and when the imputations are pooled rather than selected.

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Publication Details

Journal
Research Square
Published
2026-11-05
DOI
https://doi.org/10.21203/rs.3.rs-11151581/v1
Primary Topic
Statistical Methods and Bayesian Inference
Type
preprint
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preprint

Random draws from observed values for missing data: when do they support valid inference? A simulation study with a clinical illustration

Bhekisipho Twala, Nyiko Muhluri Khoza¹
Research Square
Statistical Methods and Bayesian Inference
preprint

Random draws from observed values for missing data: when do they support valid inference? A simulation study with a clinical illustration

Bhekisipho Twala, Nyiko Muhluri Khoza¹
preprint en

Abstract

Abstract Imputation methods that draw replacement values from a variable's admissible domain are attractive because they are simple and never produce structurally invalid values. This study asks when such draws support valid statistical inference. The Random-Draw Observation Framework (RDOF) is examined in three forms: the original Random-Draw Observation Imputation (ROI), which draws uniformly between the observed minimum and maximum; ROI-E, which draws from the empirical distribution of the observed values via the approximate Bayesian bootstrap; and Random-Draw Class Observation Imputation (RCOI-E), which applies the same draws within cells defined by a class variable and the analysis variables. We combine completed datasets using Rubin's rules and also assess the common practice of retaining the imputation with the smallest standard error (SE). In a pre-specified simulation study of 72 scenarios (six marginal distributions; MCAR, MAR and MNAR mechanisms; 30% and 60% missingness; strong and weak class variables; n = 340; 500 replications per scenario), uniform-range ROI attenuated the regression slope by 55–83% on average, and its 95% confidence intervals covered the true slope in no more than 16% of replications in any scenario (6% when averaged over distributions). Selecting the minimum-SE imputation understated the mean SE by up to 68% without reducing bias. RCOI-E never produced an invalid value and achieved 93–96% slope coverage at 30% missingness under all three mechanisms. Still, coverage fell to 85% at 60% MAR missingness and to 58% when the class variable was weakly informative. Predictive mean matching (PMM), which also imputes observed values, was more robust under MAR, whereas RCOI-E was comparable or slightly better under MCAR and MNAR. A resampling study of 270 complete clinical records (Statlog Heart data) reproduced these patterns: at 60% missingness, uniform-range ROI attenuated the slope of age on maximum heart rate by 71–74% and covered the true slope in at most 1% of replications, whereas RCOI-E and PMM kept coverage between 91% and 95%. Value-format preservation is therefore necessary but not sufficient: random-draw imputation supports valid inference only when the draws condition on the variables that drive the analysis and the missingness, and when the imputations are pooled rather than selected.

Research Square
Mangosuthu University of Technology (ZA), University of South Africa (ZA)
Statistical Methods and Bayesian Inference
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