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Multiple imputation of missing values

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  • Patrick Royston

    () (MRC Clinical Trials Unit)

Abstract

Following the seminal publications of Rubin about thirty years ago, statisticians have become increasingly aware of the inadequacy of "complete-case" analysis of datasets with missing observations. In medicine, for example, observations may be missing in a sporadic way for different covariates, and a complete-case analysis may omit as many as half of the available cases. Hotdeck imputation was implemented in Stata in 1999 by Mander and Clayton. However, this technique may perform poorly when many rows of data have at least one missing value. This article describes an implementation for Stata of the MICE method of multiple multivariate imputation described by van Buuren, Boshuizen, and Knook (1999). MICE stands for multivariate imputation by chained equations. The basic idea of data analysis with multiple imputation is to create a small number (e.g., 5-10) of copies of the data, each of which has the missing values suitably imputed, and analyze each complete dataset independently. Estimates of parameters of interest are averaged across the copies to give a single estimate. Standard errors are computed according to the "Rubin rules", devised to allow for the between- and within-imputation components of variation in the parameter estimates. This article describes five ado-files. mvis creates multiple multivariate imputations. uvis imputes missing values for a single variable as a function of several covariates, each with complete data. micombine fits a wide variety of regression models to a multiply imputed dataset, combining the estimates using Rubin's rules, and supports survival analysis models (stcox and streg), categorical data models, generalized linear models, and more. Finally, misplit and mijoin are utilities to interconvert datasets created by mvis and by the miset program from John Carlin and colleagues. The use of the routines is illustrated with an example of prognostic modeling in breast cancer. Copyright 2004 by StataCorp LP.

Suggested Citation

  • Patrick Royston, 2004. "Multiple imputation of missing values," Stata Journal, StataCorp LP, vol. 4(3), pages 227-241, September.
  • Handle: RePEc:tsj:stataj:v:4:y:2004:i:3:p:227-241 Note: Windows users should not attempt to download these files with a web browser.
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    References listed on IDEAS

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    1. John B. Carlin & Ning Li & Philip Greenwood & Carolyn Coffey, 2003. "Tools for analyzing multiple imputed datasets," Stata Journal, StataCorp LP, vol. 3(3), pages 226-244, September.
    2. Adrian Mander & David Clayton, 2000. "Hotdeck imputation," Stata Technical Bulletin, StataCorp LP, vol. 9(51).
    3. W. Sauerbrei & P. Royston, 1999. "Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 71-94.
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