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Missing data is a common problem in epidemiological studies, and is particularly prominent in longitudinal data, which involve multiple waves of data collection. Traditional multiple imputation (MI) methods (fully conditional specification (FCS) and multivariate normal imputation (MVNI)) treat repeated measurements of the same time-dependent variable as just another ‘distinct’ variable for imputation and therefore do not make the most of the longitudinal structure of the data. Only a few studies have explored extensions to the standard approaches to account for the temporal structure of longitudinal data. One suggestion is the two-fold fully conditional specification (two-fold FCS) algorithm, which restricts the imputation of a time-dependent variable to time blocks where the imputation model includes measurements taken at the specified and adjacent times. To date, no study has …