Evaluation of multiple-imputation procedures for three-mode component models

Three-mode analysis is a generalization of principal component analysis to three-mode data. While two-mode data consist of cases that are measured on several variables, three-mode data consist of cases that are measured on several variables at several occasions. As any other statistical technique, the results of three-mode analysis may be influenced by missing data. Three-mode software packages generally use the expectation–maximization (EM) algorithm for dealing with missing data. However, there are situations in which the EM algorithm is expected to break down. Alternatively, multiple imputation may be used for dealing with missing data. In this study we investigated the influence of eight different multiple-imputation methods on the results of three-mode analysis, more specifically, a Tucker2 analysis, and compared the results with those of the EM algorithm. Results of the simulations show that multilevel imputation with the mode with the most levels nested within cases and the mode with the least levels represented as variables gives the best results for a Tucker2 analysis. Thus, this may be a good alternative for the EM algorithm in handling missing data in a Tucker2 analysis.