Asymptotic bias of normal‐distribution‐based maximum likelihood estimates of moderation effects with data missing at random

• Published in: British journal of mathematical & statistical psychology Vol. 72; no. 2; pp. 334 - 354
• Main Authors: Zhang, Qian, Yuan, Ke‐Hai, Wang, Lijuan
• Format: Journal Article
• Language: English
• Published: England British Psychological Society 01.05.2019
• Subjects: Asymptotic properties; Bias; Computer Simulation; Data Interpretation, Statistical; Dependence; Humans; Likelihood Functions; Linear functions; Mathematical models; Maximum likelihood estimates; missing at random data; Missing data; moderated multiple regressions; Normal Distribution; Normal‐distribution‐based maximum likelihood; Regression Analysis; Sampling error; Normal-distribution-based maximum likelihood; missing at random data; moderated multiple regressions
• ISSN: 0007-1102; 2044-8317; 2044-8317
• DOI: 10.1111/bmsp.12151

Moderation analysis is useful for addressing interesting research questions in social sciences and behavioural research. In practice, moderated multiple regression (MMR) models have been most widely used. However, missing data pose a challenge, mainly because the interaction term is a product of two or more variables and thus is a non‐linear function of the involved variables. Normal‐distribution‐based maximum likelihood (NML) has been proposed and applied for estimating MMR models with incomplete data. When data are missing completely at random, moderation effect estimates are consistent. However, simulation results have found that when data in the predictor are missing at random (MAR), NML can yield inaccurate estimates of moderation effects when the moderation effects are non‐null. Simulation studies are subject to the limitation of confounding systematic bias with sampling errors. Thus, the purpose of this paper is to analytically derive asymptotic bias of NML estimates of moderation effects with MAR data. Results show that when the moderation effect is zero, there is no asymptotic bias in moderation effect estimates with either normal or non‐normal data. When the moderation effect is non‐zero, however, asymptotic bias may exist and is determined by factors such as the moderation effect size, missing‐data proportion, and type of missingness dependence. Our analytical results suggest that researchers should apply NML to MMR models with caution when missing data exist. Suggestions are given regarding moderation analysis with missing data.