MICE for multiple imputation of missing values.ppt

MICE for multiple imputation of missing values Patrick Royston MRC Clinical Trials Unit, London 11th London Stata Users’ Meeting 17-18 May 2005 Outline What is multiple imputation? Types of missing data Multiple imputation with the MICE method Example: Fetal growth study Passive imputation Coping with categorical variables Notes and conclusions What is multiple imputation (MI)? Context: Multiple regression (in general) Replace missing values with “plausible” substitutes Based on distribution of given data Inject the right amount of randomness to reflect uncertainty Do this several times, create m 1 datasets Analyse datasets individually, but identically Combine the estimates, get confidence intervals using Rubin’s rules (micombine) Types of missing data: The Holy Triad MCAR (missing completely at random) MAR (probability of missingness does not depend on unobserved information) MNAR (probability of missingness does depend on unobserved information) Will not be considering MNAR data here - data will be assumed MAR at worst Multiple imputation with MICE MICE = “multiple imputation by chained equations” (van Buuren et al Stat Med 1999) The MICE approach has three components: Univariate – implemented in uvis Multivariate – implemented in ice Multiple – implemented in ice ice = imputation by chained equations Univariate imputation with uvis Suppose have variables x1, x2, …, xk on n cases Suppose the variable to be imputed is x1 x1 has some observations “missing at random” x2, …, xk are complete (no missing data) Regress x1 on x2, …, xk Draw ?* from posterior distribution of regression coefficients (or use bootstrap – boot option) Use prediction-matching to estimate missing x1 Predict all x1 values using ?*(x2, …, xk)T Find non-missing prediction nearest to missing-value prediction and impute using corresponding value of x1 Or, predict missing values of x1 from posterior predictive distribution of x1 (draw option) Univariate imputation with uvis uvis regression_cm