mice {mice} | R Documentation |
Generates Multivariate Imputations by Chained Equations (MICE)
mice(data, m = 5, method = vector("character", length = ncol(data)), predictorMatrix = (1 - diag(1, ncol(data))), visitSequence = (1:ncol(data))[apply(is.na(data), 2, any)], form = vector("character", length = ncol(data)), post = vector("character", length = ncol(data)), defaultMethod = c("pmm", "logreg", "polyreg", "polr"), maxit = 5, diagnostics = TRUE, printFlag = TRUE, seed = NA, imputationMethod = NULL, defaultImputationMethod = NULL, data.init = NULL, ...)
data |
A data frame or a matrix containing the incomplete data. Missing
values are coded as |
m |
Number of multiple imputations. The default is |
method |
Can be either a single string, or a vector of strings with
length |
predictorMatrix |
A square matrix of size |
visitSequence |
A vector of integers of arbitrary length, specifying the
column indices of the visiting sequence. The visiting sequence is the column
order that is used to impute the data during one pass through the data. A
column may be visited more than once. All incomplete columns that are used as
predictors should be visited, or else the function will stop with an error.
The default sequence |
post |
A vector of strings with length |
form |
A vector of strings with length |
defaultMethod |
A vector of three strings containing the default
imputation methods for numerical columns, factor columns with 2 levels, and
columns with (unordered or ordered) factors with more than two levels,
respectively. If nothing is specified, the following defaults will be used:
|
maxit |
A scalar giving the number of iterations. The default is 5. |
diagnostics |
A Boolean flag. If |
printFlag |
If |
seed |
An integer that is used as argument by the |
imputationMethod |
Same as |
defaultImputationMethod |
Same as |
data.init |
A data frame of the same size and type as |
... |
Named arguments that are passed down to the elementary imputation functions. |
Generates multiple imputations for incomplete multivariate data by Gibbs sampling. Missing data can occur anywhere in the data. The algorithm imputes an incomplete column (the target column) by generating 'plausible' synthetic values given other columns in the data. Each incomplete column must act as a target column, and has its own specific set of predictors. The default set of predictors for a given target consists of all other columns in the data. For predictors that are incomplete themselves, the most recently generated imputations are used to complete the predictors prior to imputation of the target column.
A separate univariate imputation model can be specified for each column. The default imputation method depends on the measurement level of the target column. In addition to these, several other methods are provided. You can also write their own imputation functions, and call these from within the algorithm.
The data may contain categorical variables that are used in a regressions on
other variables. The algorithm creates dummy variables for the categories of
these variables, and imputes these from the corresponding categorical
variable. The extended model containing the dummy variables is called the
padded model. Its structure is stored in the list component pad
.
Built-in elementary imputation methods are:
Predictive mean matching (any)
Bayesian linear regression (numeric)
Linear regression ignoring model error (numeric)
Linear regression using bootstrap (numeric)
Linear regression, predicted values (numeric)
Unconditional mean imputation (numeric)
Two-level normal imputation (numeric)
Two-level normal imputation using pan (numeric)
Imputation at level-2 of the class mean (numeric)
Imputation at level-2 by Bayesian linear regression (numeric)
Imputation at level-2 by Predictive mean matching (any)
Imputation of quadratic terms (numeric)
Logistic regression (factor, 2 levels)
Logistic regression with bootstrap
Polytomous logistic regression (factor, >= 2 levels)
Proportional odds model (ordered, >=2 levels)
Linear discriminant analysis (factor, >= 2 categories)
Classification and regression trees (any)
Random forest imputations (any)
Random indicator method for nonignorable data (numeric)
Random sample from the observed values (any)
Experimental: Fast predictive mean matching using C++ (any)
These corresponding functions are coded in the mice
library under
names mice.impute.method
, where method
is a string with the
name of the elementary imputation method name, for example norm
. The
method
argument specifies the methods to be used. For the j
'th
column, mice()
calls the first occurence of
paste('mice.impute.',method[j],sep='')
in the search path. The
mechanism allows uses to write customized imputation function,
mice.impute.myfunc
. To call it for all columns specify
method='myfunc'
. To call it only for, say, column 2 specify
method=c('norm','myfunc','logreg',...{})
.
Passive imputation: mice()
supports a special built-in method,
called passive imputation. This method can be used to ensure that a data
transform always depends on the most recently generated imputations. In some
cases, an imputation model may need transformed data in addition to the
original data (e.g. log, quadratic, recodes, interaction, sum scores, and so
on).
Passive imputation maintains consistency among different transformations of
the same data. Passive imputation is invoked if ~
is specified as the
first character of the string that specifies the elementary method.
mice()
interprets the entire string, including the ~
character,
as the formula argument in a call to model.frame(formula,
data[!r[,j],])
. This provides a simple mechanism for specifying determinstic
dependencies among the columns. For example, suppose that the missing entries
in variables data$height
and data$weight
are imputed. The body
mass index (BMI) can be calculated within mice
by specifying the
string '~I(weight/height^2)'
as the elementary imputation method for
the target column data$bmi
. Note that the ~
mechanism works
only on those entries which have missing values in the target column. You
should make sure that the combined observed and imputed parts of the target
column make sense. An easy way to create consistency is by coding all entries
in the target as NA
, but for large data sets, this could be
inefficient. Note that you may also need to adapt the default
predictorMatrix
to evade linear dependencies among the predictors that
could cause errors like Error in solve.default()
or Error:
system is exactly singular
. Though not strictly needed, it is often useful
to specify visitSequence
such that the column that is imputed by the
~
mechanism is visited each time after one of its predictors was
visited. In that way, deterministic relation between columns will always be
synchronized.
Returns an S3 object of class mids
(multiply imputed data set)
Stef van Buuren stef.vanbuuren@tno.nl, Karin Groothuis-Oudshoorn c.g.m.oudshoorn@utwente.nl, 2000-2010, with contributions of Alexander Robitzsch, Gerko Vink, Shahab Jolani, Roel de Jong, Jason Turner, Lisa Doove, John Fox, Frank E. Harrell, and Peter Malewski.
Van Buuren, S., Groothuis-Oudshoorn, K. (2011). mice
:
Multivariate Imputation by Chained Equations in R
. Journal of
Statistical Software, 45(3), 1-67.
http://www.jstatsoft.org/v45/i03/
van Buuren, S. (2012). Flexible Imputation of Missing Data. Boca Raton, FL: Chapman & Hall/CRC Press.
Van Buuren, S., Brand, J.P.L., Groothuis-Oudshoorn C.G.M., Rubin, D.B. (2006) Fully conditional specification in multivariate imputation. Journal of Statistical Computation and Simulation, 76, 12, 1049–1064.
Van Buuren, S. (2007) Multiple imputation of discrete and continuous data by fully conditional specification. Statistical Methods in Medical Research, 16, 3, 219–242.
Van Buuren, S., Boshuizen, H.C., Knook, D.L. (1999) Multiple imputation of missing blood pressure covariates in survival analysis. Statistics in Medicine, 18, 681–694.
Brand, J.P.L. (1999) Development, implementation and evaluation of multiple imputation strategies for the statistical analysis of incomplete data sets. Dissertation. Rotterdam: Erasmus University.
mids
, with.mids
,
set.seed
, complete
# do default multiple imputation on a numeric matrix imp <- mice(nhanes) imp # list the actual imputations for BMI imp$imputations$bmi # first completed data matrix complete(imp) # imputation on mixed data with a different method per column mice(nhanes2, meth=c('sample','pmm','logreg','norm'))