Generalizing treatment effects with incomplete covariates: identifying assumptions and multiple imputation algorithms

We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling weighting are not designed to handle missing values, which are however common in both data sources. In addition to coupling the assumptions for causal effect identifiability and for the missing values mechanism and to defining appropriate estimation strategies, one difficulty is to consider the specific structure of the data with two sources and treatment and outcome only available in the RCT. We propose three multiple imputation strategies to handle missing values when generalizing treatment effects, each handling the multi-source structure of the problem differently (separate imputation, joint imputation with fixed effect, joint imputation ignoring source information). As an alternative to multiple imputation, we also propose a direct estimation approach that treats incomplete covariates as semi-discrete variables. The multiple imputation strategies and the latter alternative rely on different sets of assumptions concerning the impact of missing values on identifiability. We discuss these assumptions and assess the methods through an extensive simulation study. This work is motivated by the analysis of a large registry of over 20,000 major trauma patients and an RCT studying the effect of tranexamic acid administration on mortality in major trauma patients admitted to ICU. The analysis illustrates how the missing values handling can impact the conclusion about the effect generalized from the RCT to the target population.Comment: preprint, 37 pages, 15 figure