What to Do When Data Are Missing in Group Randomized Controlled Trials
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NCEE 2009-0049 What to Do When Data Are Missing in Group Randomized Controlled Trials What to Do When Data Are Missing in Group Randomized Controlled Trials October 2009 Michael J. Puma Robert B. Olsen Chesapeake Research Associates, LLC Stephen H. Bell Cristofer Price Abt Associates, Inc Abstract This NCEE Technical Methods report examines how to address the problem of missing data in the analysis of data in Randomized Controlled Trials (RCTs) of educational interventions, with a particular focus on the common educational situation in which groups of students such as entire classrooms or schools are randomized. Missing outcome data are a problem for two reasons: (1) the loss of sample members can reduce the power to detect statistically significant differences, and (2) the introduction of non-random differences between the treatment and control groups can lead to bias in the estimate of the intervention’s effect. The report reviews a selection of methods available for addressing missing data, and then examines their relative performance using extensive simulations that varied a typical educational RCT on three dimensions: (1) the amount of missing data; (2) the level at which data are missing─at the level of whole schools (the assumed unit of randomization) or for students within schools; and, (3) the underlying missing data mechanism. The performance of the different methods is assessed in terms of bias in both the estimated impact and the associated standard error. NCEE 2009-0049 U.S. DEPARTMENT OF EDUCATION This report was prepared for the National Center for Education Evaluation and Regional Assistance, Institute of Education Sciences under Contract ED-04-CO-0112/0006. Disclaimer The Institute of Education Sciences (IES) at the U.S. Department of Education contracted with Mathematica Policy Research to develop methods for assessing mediational analyses in education evaluations. The views expressed in this report are those of the author and they do not necessarily represent the opinions and positions of the Institute of Education Sciences or the U.S. Department of Education. U.S. Department of Education Arne Duncan Secretary Institute of Education Sciences John Q. Easton Director National Center for Education Evaluation and Regional Assistance John Q. Easton Acting Commissioner October 2009 This report is in the public domain. While permission to reprint this publication is not necessary, the citation should be: Puma, Michael J., Robert B. Olsen, Stephen H. Bell, and Cristofer Price (2009). What to Do When Data Are Missing in Group Randomized Controlled Trials (NCEE 2009-0049). Washington, DC: National Center for Education Evaluation and Regional Assistance, Institute of Education Sciences, U.S. Department of Education. This report is available on the IES website at http://ncee.ed.gov. Alternate Formats Upon request, this report is available in alternate formats such as Braille, large print, audiotape, or computer diskette. For more information, please contact the Department’s Alternate Format Center at 202-260-9895 or 202-205-8113. Disclosure of Potential Conflicts of Interest There are four authors for this report with whom IES contracted to develop the methods that are presented in this report. Michael J. Puma is an employee of Chesapeake Research Associates (CRA), LLC, and Robert B. Olsen, Stephen H. Bell, and Cristofer Price are employees of Abt Associates, Inc. The authors and other staff of CRA and Abt Associates do not have financial interests that could be affected by the content in this report. Disclosure of Potential Conflicts of Interest iii Foreword The National Center for Education Evaluation and Regional Assistance (NCEE) conducts unbiased large-scale evaluations of education programs and practices supported by federal funds; provides research-based technical assistance to educators and policymakers; and supports the synthesis and the widespread dissemination of the results of research and evaluation throughout the United States. In support of this mission, NCEE promotes methodological advancement in the field of education evaluation through investigations involving analyses using existing data sets and explorations of applications of new technical methods, including cost-effectiveness of alternative evaluation strategies. The results of these methodological investigations are published as commissioned, peer reviewed papers, under the series title, Technical Methods Reports, posted on the NCEE website at http://ies.ed.gov/ncee/pubs/. These reports are specifically designed for use by researchers, methodologists, and evaluation specialists. The reports address current methodological questions and offer guidance to resolving or advancing the application of high- quality evaluation methods in varying educational contexts. This NCEE Technical Methods report examines how to address the problem of missing data in the analysis of data in Randomized Controlled Trials (RCTs) of educational interventions, with a particular focus on the common educational situation in which groups of students such as entire classrooms or schools are randomized. Missing outcome data are a problem for two reasons: (1) the loss of sample members can reduce the power to detect statistically significant differences, and (2) the introduction of non-random differences between the treatment and control groups can lead to bias in the estimate of the intervention’s effect. The report reviews a selection of methods available for addressing missing data, and then examines their relative performance using extensive simulations that varied a typical educational RCT on three dimensions: (1) the amount of missing data; (2) the level at which data are missing─at the level of whole schools (the assumed unit of randomization) or for students within schools; and, (3) the underlying missing data mechanism. The performance of the different methods is assessed in terms of bias in both the estimated impact and the associated standard error. Foreword v Table of Contents 1. OVERVIEW AND GUIDANCE .......................................................................................................................... 1 A. INTRODUCTION .................................................................................................................................................. 1 B. MISSING DATA AND RANDOMIZED TRIALS....................................................................................................... 2 C. MISSING DATA METHODS ................................................................................................................................. 4 D. GUIDANCE TO RESEARCHERS............................................................................................................................ 5 2. RANDOMIZED CONTROLLED TRIALS (RCTS) IN EDUCATION AND THE PROBLEM OF MISSING DATA .................................................................................................................................................. 11 A. WHY CONDUCT RCTS?................................................................................................................................... 11 B. RCTS IN EDUCATION ...................................................................................................................................... 12 C. DEFINING THE ANALYSIS SAMPLE .................................................................................................................. 13 D. HOW DATA CAN BECOME MISSING ................................................................................................................ 14 E. THE MISSING DATA PROBLEM ........................................................................................................................ 16 3. SELECTED TECHNIQUES FOR ADDRESSING MISSING DATA IN RCT IMPACT ANALYSIS ..... 18 A. STANDARD MISSING DATA METHODS............................................................................................................... 19 B. METHODS TO ADDRESS MISSING DATA THAT ARE NMAR ............................................................................... 42 4. TESTING THE PERFORMANCE OF SELECTED MISSING DATA METHODS .................................. 50 A. SIMULATION METHODS ................................................................................................................................... 50 B. SIMULATION RESULTS .................................................................................................................................... 57 REFERENCES............................................................................................................................................................ 71 APPENDIX A: MISSING DATA BIAS AS A FORM OF OMITTED VARIABLE BIAS ................................. 77 APPENDIX B: RESOURCES FOR USING MULTIPLE IMPUTATION .......................................................... 80 APPENDIX C: SPECIFICATIONS FOR MISSING DATA SIMULATIONS .................................................... 83 APPENDIX D: FULL SET OF SIMULATION RESULTS ................................................................................. 107 APPENDIX E: STANDARDS FOR JUDGING THE MAGNITUDE OF THE BIAS FOR DIFFERENT MISSING DATA METHODS ................................................................................................................................. 121 vii 1. Overview and Guidance A. Introduction Most statistics textbooks provide lengthy discussions of the theory of probability, descriptive statistics, hypothesis