mice.impute.pmm3: Imputation by Predictive Mean Matching (in 'miceadds')

mice.impute.pmm3R Documentation

Imputation by Predictive Mean Matching (in miceadds)

Description

This function imputes values by predictive mean matching like the mice::mice.impute.pmm method in the mice package.

Usage

mice.impute.pmm3(y, ry, x, donors=3, noise=10^5, ridge=10^(-5), ...)
mice.impute.pmm4(y, ry, x, donors=3, noise=10^5, ridge=10^(-5), ...)
mice.impute.pmm5(y, ry, x, donors=3, noise=10^5, ridge=10^(-5), ...)
mice.impute.pmm6(y, ry, x, donors=3, noise=10^5, ridge=10^(-5), ...)

Arguments

y

Incomplete data vector of length n

ry

Vector of missing data pattern (FALSE – missing, TRUE – observed)

x

Matrix (n x p) of complete covariates.

donors

Number of donors used for imputation

noise

Numerical value to break ties

ridge

Ridge parameter in the diagonal of \bold{X}'\bold{X}

...

Further arguments to be passed

Details

The imputation method pmm3 imitates mice::mice.impute.pmm imputation method in mice.

The imputation method pmm4 ignores ties in predicted y values. With many predictors, this does not probably implies any substantial problem.

The imputation method pmm5 suffers from the same problem. Contrary to the other PMM methods, it searches D donors (specified by donors) smaller than the predicted value and D donors larger than the predicted value and randomly samples a value from this set of 2 \cdot D donors.

The imputation method pmm6 is just the Rcpp implementation of pmm5.

Value

A vector of length nmis=sum(!ry) with imputed values.

See Also

See data.largescale and data.smallscale for speed comparisons of different functions for predictive mean matching.

Examples

## Not run: 
#############################################################################
# SIMULATED EXAMPLE 1: Two variables x and y with missing y
#############################################################################
set.seed(1413)

rho <- .6   # correlation between x and y
N <- 6800    # number of cases
x <- stats::rnorm(N)
My <- .35   # mean of y
y.com <- y <- My + rho * x + stats::rnorm(N, sd=sqrt( 1 - rho^2 ) )

# create missingness on y depending on rho.MAR parameter
rho.mar <- .4    # correlation response tendency z and x
missrate <- .25  # missing response rate
# simulate response tendency z and missings on y
z <- rho.mar * x + stats::rnorm(N, sd=sqrt( 1 - rho.mar^2 ) )
y[ z < stats::qnorm( missrate ) ] <- NA
dat <- data.frame(x, y )

# mice imputation
impmethod <- rep("pmm", 2 )
names(impmethod) <- colnames(dat)

# pmm (in mice)
imp1 <- mice::mice( as.matrix(dat), m=1, maxit=1, method=impmethod)
# pmm3 (in miceadds)
imp3 <- mice::mice( as.matrix(dat), m=1, maxit=1,
           method=gsub("pmm","pmm3",impmethod)  )
# pmm4 (in miceadds)
imp4 <- mice::mice( as.matrix(dat), m=1, maxit=1,
           method=gsub("pmm","pmm4",impmethod)  )
# pmm5 (in miceadds)
imp5 <- mice::mice( as.matrix(dat), m=1, maxit=1,
           method=gsub("pmm","pmm5",impmethod)  )
# pmm6 (in miceadds)
imp6 <- mice::mice( as.matrix(dat), m=1, maxit=1,
           method=gsub("pmm","pmm6",impmethod)  )

dat.imp1 <- mice::complete( imp1, 1 )
dat.imp3 <- mice::complete( imp3, 1 )
dat.imp4 <- mice::complete( imp4, 1 )
dat.imp5 <- mice::complete( imp5, 1 )
dat.imp6 <- mice::complete( imp6, 1 )

dfr <- NULL
# means
dfr <- rbind( dfr, c( mean( y.com ), mean( y, na.rm=TRUE ), mean( dat.imp1$y),
    mean( dat.imp3$y), mean( dat.imp4$y), mean( dat.imp5$y),  mean( dat.imp6$y)  ) )
# SD
dfr <- rbind( dfr, c( stats::sd( y.com ), stats::sd( y, na.rm=TRUE ),
      stats::sd( dat.imp1$y), stats::sd( dat.imp3$y), stats::sd( dat.imp4$y),
      stats::sd( dat.imp5$y), stats::sd( dat.imp6$y) ) )
# correlations
dfr <- rbind( dfr, c( stats::cor( x,y.com ),
    stats::cor( x[ ! is.na(y) ], y[ ! is.na(y) ] ),
    stats::cor( dat.imp1$x, dat.imp1$y), stats::cor( dat.imp3$x, dat.imp3$y),
    stats::cor( dat.imp4$x, dat.imp4$y), stats::cor( dat.imp5$x, dat.imp5$y),
    stats::cor( dat.imp6$x, dat.imp6$y)
        ) )
rownames(dfr) <- c("M_y", "SD_y", "cor_xy" )
colnames(dfr) <- c("compl", "ld", "pmm", "pmm3", "pmm4", "pmm5","pmm6")
##           compl     ld    pmm   pmm3   pmm4   pmm5   pmm6
##   M_y    0.3306 0.4282 0.3314 0.3228 0.3223 0.3264 0.3310
##   SD_y   0.9910 0.9801 0.9873 0.9887 0.9891 0.9882 0.9877
##   cor_xy 0.6057 0.5950 0.6072 0.6021 0.6100 0.6057 0.6069

## End(Not run)

miceadds documentation built on Jan. 7, 2023, 1:09 a.m.