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Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables

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  • White, Ian R.
  • Daniel, Rhian
  • Royston, Patrick

Abstract

Multiple imputation is a popular way to handle missing data. Automated procedures are widely available in standard software. However, such automated procedures may hide many assumptions and possible difficulties from the view of the data analyst. Imputation procedures such as monotone imputation and imputation by chained equations often involve the fitting of a regression model for a categorical outcome. If perfect prediction occurs in such a model, then automated procedures may give severely biased results. This is a problem in some standard software, but it may be avoided by bootstrap methods, penalised regression methods, or a new augmentation procedure.

Suggested Citation

  • White, Ian R. & Daniel, Rhian & Royston, Patrick, 2010. "Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2267-2275, October.
  • Handle: RePEc:eee:csdana:v:54:y:2010:i:10:p:2267-2275
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    References listed on IDEAS

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    10. Templ, Matthias & Kowarik, Alexander & Filzmoser, Peter, 2011. "Iterative stepwise regression imputation using standard and robust methods," Computational Statistics & Data Analysis, Elsevier, vol. 55(10), pages 2793-2806, October.
    11. Ferrari, Pier Alda & Annoni, Paola & Barbiero, Alessandro & Manzi, Giancarlo, 2011. "An imputation method for categorical variables with application to nonlinear principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2410-2420, July.
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    13. Reza C. Daniels, 2012. "Univariate Multiple Imputation for Coarse Employee Income Data," SALDRU Working Papers 88, Southern Africa Labour and Development Research Unit, University of Cape Town.
    14. Royston, Patrick & White, Ian R., 2011. "Multiple Imputation by Chained Equations (MICE): Implementation in Stata," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 45(i04).
    15. Vincent Bauer & Keven Ruby & Robert Pape, 2017. "Solving the Problem of Unattributed Political Violence," Journal of Conflict Resolution, Peace Science Society (International), vol. 61(7), pages 1537-1564, August.
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    17. Jaenichen, Ursula & Sakshaug, Joseph, 2012. "Multiple imputation of household income in the first wave of PASS," FDZ Methodenreport 201202_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
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