Handling missing data in cross-classified multilevel analyses: An evaluation of different multiple imputation approaches

Multiple imputation (MI) is a popular method for handling missing data. In educational research, it can be challenging to use MI because the data often have a clustered structure that need to be accommodated during MI. Although much research has considered applications of MI in hierarchical data, little is known about its use in cross-classified data, in which observations are clustered in multiple higher-level units simultaneously (e.g., schools and neighborhoods, transitions from primary to secondary schools). In this article, we consider several approaches to MI for cross-classified data (CC-MI), including a novel fully conditional specification (FCS) approach, a joint modeling (JM) approach, and other approaches that are based on single- and two-level MI. In this context, we clarify the conditions that CC-MI methods need to fulfill to provide a suitable treatment of missing data, and we compare the approaches both from a theoretical perspective and in a simulation study. Finally, we illustrate the use of CC-MI in real data and discuss the implications of our findings for research practice.