Abstract
Electronic health records of longitudinal clinical data are a valuable resource for health care research. One obstacle of using databases of health records in epidemiological analyses is that general practitioners mainly record data if they are clinically relevant. We can use existing methods to handle missing data, such as multiple imputation (MI), if we treat the unavailability of measurements as a missing-data problem. Most software implementations of MI do not take account of the longitudinal and dynamic structure of the data and are difficult to implement in large databases with millions of individuals and long follow-up. Nevalainen, Kenward, and Virtanen (2009, Statistics in Medicine 28: 3657–3669) proposed the two-fold fully conditional specification algorithm to impute missing data in longitudinal data. It imputes missing values at a given time point, conditional on information at the same time point and immediately adjacent time points. In this article, we describe a new command,