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Multiple imputation in the presence of non‐normal data

Multiple imputation (MI) is becoming increasingly popular for handling missing data. Standard approaches for MI assume normality for continuous variables (conditionally on the other variables in the imputation model). However, it is unclear how to impute non‐normally distributed continuous variables. Using simulation and a case study, we compared various transformations applied prior to imputation, including a novel non‐parametric transformation, to imputation on the raw scale and using predictive mean matching (PMM) when imputing non‐normal data. We generated data from a range of non‐normal distributions, and set 50% to missing completely at random or missing at random. We then imputed missing values on the raw scale, following a zero‐skewness log, Box–Cox or non‐parametric transformation and using PMM with both type 1 and 2 matching. We compared inferences regarding the marginal mean of the incomplete variable and the association with a fully observed outcome. We also compared results from these approaches in the analysis of depression and anxiety symptoms in parents of very preterm compared with term‐born infants. The results provide novel empirical evidence that the decision regarding how to impute a non‐normal variable should be based on the nature of the relationship between the variables of interest. If the relationship is linear in the untransformed scale, transformation can introduce bias irrespective of the transformation used. However, if the relationship is non‐linear, it may be important to transform the variable to accurately capture this relationship. A useful alternative is to impute the variable using PMM with type 1 matching. Copyright © 2016 John Wiley & Sons, Ltd.