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Missing data should be handled differently for prediction than for description or causal explanation

      Abstract

      Missing data are much studied in epidemiology and statistics. Theoretical development and application of methods for handling missing data have mostly been conducted in the context of prospective research data and with a goal of description or causal explanation. However, it is now common to build predictive models using routinely collected data, where missing patterns may convey important information, and one might take a pragmatic approach to optimizing prediction. Therefore, different methods to handle missing data may be preferred. Furthermore, an underappreciated issue in prediction modeling is that the missing data method used in model development may not match the method used when a model is deployed. This may lead to overoptimistic assessments of model performance. For prediction, particularly with routinely collected data, methods for handling missing data that incorporate information within the missingness pattern should be explored and further developed. Where missing data methods differ between model development and model deployment, the implications of this must be explicitly evaluated. The trade-off between building a prediction model that is causally principled, and building a prediction model that maximizes the use of all available information, should be carefully considered and will depend on the intended use of the model.

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