Aims: Use of prediction models is widely recommended by clinical guidelines, but usually requires complete information on all predictors, which is not always available in daily practice. We aim to describe two methods for real-time handling of missing predictor values when using prediction models in practice.

Methods and results: We compare the widely used method of mean imputation (M-imp) to a method that personalizes the imputations by taking advantage of the observed patient characteristics. These characteristics may include both prediction model variables and other characteristics (auxiliary variables). The method was implemented using imputation from a joint multivariate normal model of the patient characteristics (joint modelling imputation; JMI). Data from two different cardiovascular cohorts with cardiovascular predictors and outcome were used to evaluate the real-time imputation methods. We quantified the prediction model's overall performance [mean squared error (MSE) of linear predictor], discrimination (c-index), calibration (intercept and slope), and net benefit (decision curve analysis). When compared with mean imputation, JMI substantially improved the MSE (0.10 vs. 0.13), c-index (0.70 vs. 0.68), and calibration (calibration-in-the-large: 0.04 vs. 0.06; calibration slope: 1.01 vs. 0.92), especially when incorporating auxiliary variables. When the imputation method was based on an external cohort, calibration deteriorated, but discrimination remained similar.

Conclusions: We recommend JMI with auxiliary variables for real-time imputation of missing values, and to update imputation models when implementing them in new settings or (sub)populations.

We present and compare multiple imputation methods for multilevel continuous and binary data where variables are systematically and sporadically missing. The methods are compared from a theoretical point of view and through an extensive simulation study motivated by a real dataset comprising multiple studies. The comparisons show why these multiple imputation methods are the most appropriate to handle missing values in a multilevel setting and why their relative performances can vary according to the missing data pattern, the multilevel structure and the type of missing variables. This study shows that valid inferences can only be obtained if the dataset gathers a large number of clusters. In addition, it highlights that heteroscedastic multiple imputation methods provide more accurate inferences than homoscedastic methods, which should be reserved for data with few individuals per cluster. Finally, guidelines are given to choose the most suitable multiple imputation method according to the structure of the data.