mice.impute.logreg: Multiple Imputation by Logistic Regression
Description
Imputes univariate missing data using logistic regression.Usage
mice.impute.logreg(y, ry, x, ...)
mice.impute.logreg.boot(y, ry, x, ...)
Arguments
y
Incomplete data vector of length n
ry
Vector of missing data pattern of length n
(FALSE
=missing,
TRUE
=observed)
x
Matrix (n
x p
) of complete covariates.
...
Other named arguments.
Value
- impA vector of length
nmis
with imputations (0 or 1).
Details
Imputation for binary response variables by the Bayesian
logistic regression model (Rubin 1987, p. 169-170) or bootstrap
logistic regression model.
The Bayesian method consists of the following steps:
- Fit a logit, and find (bhat, V(bhat))
- Draw BETA from N(bhat, V(bhat))
- Compute predicted scores for m.d., i.e. logit-1(X BETA)
- Compare the score to a random (0,1) deviate, and impute.
The method relies on the standard glm.fit
function. Warnings from glm.fit
are suppressed.
The bootstrap method draws a bootstrap sample from y[ry]
and x[ry,]
.
Perfect prediction is handled by the data augmentation method.References
Van Buuren, S., Groothuis-Oudshoorn, K. (2011)
MICE: Multivariate Imputation by Chained Equations in R.
Journal of Statistical Software, forthcoming.
http://www.stefvanbuuren.nl/publications/MICE in R - Draft.pdf
Brand, J.P.L. (1999). Development, Implementation and Evaluation of Multiple Imputation Strategies for
the Statistical Analysis of Incomplete Data Sets. Ph.D. Thesis,
TNO Prevention and Health/Erasmus University Rotterdam. ISBN 90-74479-08-1.
Venables, W.N. & Ripley, B.D. (1997). Modern applied statistics with S-Plus (2nd ed). Springer, Berlin.
White, I., Daniel, R. and Royston, P (2010). Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables.
Computational Statistics and Data Analysis, 54:22672275.