library(simputation)
This package offers a number of commonly used single imputation methods, each with a similar and hopefully simple interface. At the moment the following imputation methodology is supported.
The latest release of the package can be installed as follows.
install.packages('simputation')
This package is a wrapper package. It stands on the shoulders of some great packages
that other authors have provided. Below is an overview of the packages that make
imputation with simputation
possible.
knitr::kable( data.frame( `function` = c("impute_rlm" ,"impute_en" , "impute_cart", "impute_rf", "impute_rhd","impute_shd","impute_knn","impute_mf","impute_em") , model = c("M-estimation", "ridge/elasticnet/lasso", "CART" , "random forest","random hot deck","sequential hot deck","k nearest neighbours","missForest","mv-normal") , package = c("MASS" ,"glmnet" , "rpart" , "randomForest","VIM (optional)","VIM (optional)","VIM (optional)","missForest","norm") , R.recommended = c("yes","no","yes","no","no","no","no","no","no") ,stringsAsFactors=FALSE ) )
A call to an imputation function has the following structure.
impute_<model>(data, formula, [model-specific options])
The output is similar to the data
argument, except that empty values are
imputed (where possible) using the specified model.
The formula
argument speciefies the variables to be imputed, the model
specification for <model>
and possibly the grouping of the dataset.
The structure of a formula object is as follows:
IMPUTED ~ MODEL_SPECIFICATION [ | GROUPING ]
where the part between []
is optional.
In the following, we assume that the reader already has some familiarity with the use of formulas in R (e.g. when specifying linear models) and statistical models commonly used in imputation.
First create a copy of the iris dataset with some empty values in columns
1 (Sepal.Length
), 2 (Sepal.Width
) and 5 (Species
).
dat <- iris dat[1:3,1] <- dat[3:7,2] <- dat[8:10,5] <- NA head(dat,10)
To impute Sepal.Length
using a linear model use the impute_lm
function.
da1 <- impute_lm(dat, Sepal.Length ~ Sepal.Width + Species) head(da1,3)
Observe that the 3rd value is not imputed. This is because one of the predictor variables
is missing so the linear model does not produce an output. simputation
does not report such cases but simply returns the partly imputed result. The remaining value can be imputed
using a new linear model or as shown below, using the group median.
da2 <- impute_median(da1, Sepal.Length ~ Species) head(da2,3)
Here, Species
is used to group the data before computing the medians.
Finally, we impute the Species
variable using a decision tree model. All variables except Species
are used as predictor.
da3 <- impute_cart(da2, Species ~ .) head(da3,10)
Using the |>
operator (R 4.0.0 or later) allows for a very compact
specification of the above examples.
da4 <- dat |> impute_lm(Sepal.Length ~ Sepal.Width + Species) |> impute_median(Sepal.Length ~ Species) |> impute_cart(Species ~ .)
The simputation package allows users to specify an imputation model for multiple
variables at once. For example, to impute both Sepal.Length
and Sepal.Width
with a similar robust linear model, do the following.
da5 <- impute_rlm(dat, Sepal.Length + Sepal.Width ~ Petal.Length + Species) head(da5)
The function will model Sepal.Length
and Sepal.Width
against the predictor
variables independently and impute them. The order of variables in the
specification is therefore not important for the result.
In general, the left-hand side of the model formula is analyzed by simputation
,
combined appropriately with the right hand side and then passed through to the underlying modeling routine. Simputation also understands the "."
syntax, which stands for "every
variable not otherwise present" and the "-" sign to remove variables from a formula. For example, the next expression imputes every variable except Species
with the group
mean plus a normally distributed random residual.
da6 <- impute_lm(dat, . - Species ~ 0 + Species, add_residual = "normal") head(da6)
where Species
on the right-hand-side defines the grouping variable.
Use |
in the formula
argument to specify groups.
# New data set, leaving Species intact dat <- iris dat[1:3,1] <- dat[3:7,2] <- NA # split dat into groups according to 'Species', impute, combine and return. da8 <- impute_lm(dat, Sepal.Length ~ Petal.Width | Species) head(da8)
If one or more grouping variables are specified (multiple are specified by separating them with +
), imputation takes place as follows.
Simputation also integrates with the dplyr package and recognizes grouping specified with group_by
.
library(magrittr) library(dplyr) dat <- iris dat[1:3,1] <- dat[3:7,2] <- NA dat |> group_by(Species) |> impute_lm(Sepal.Length ~ Petal.Width)
The impute_proxy
function is somewhat special since it allows you to define
an imputation method in the right-hand-side of the formula object. Below we
implement a `robust ratio imputation' (for what its worth) as example.
dat <- iris dat[1:3,1] <- dat[3:7,2] <- NA dat <- impute_proxy(dat, Sepal.Length ~ median(Sepal.Length,na.rm=TRUE)/median(Sepal.Width, na.rm=TRUE) * Sepal.Width | Species) head(dat)
This can be done with the impute
function. To use it, train your
model in the way you are used to.
m <- lm(Sepal.Length ~ Sepal.Width + Species, data=iris)
Next, use this model to impute a dataset.
dat <- iris dat[1:3,1] <- dat[3:7,2] <- NA head(dat) dat <- impute(dat, Sepal.Length ~ m) head(dat)
That's really all there is to it.
The VIM package offers fast implementations for sequential and random hotdeck procedures (based on the data.table package). It also offers somewhat finer control over certain features such as donor selection. For this reason, the sequential, random, and k-nearest neighbours hotdeck imputation procedures can be told to use VIM as backend.
dat <- data.frame( foo = c(1,2,NA,4) , bar = c(1,NA,8,NA) ) # sequential hotdeck imputation, no sorting variables impute_shd(dat, . ~ 1, pool="complete") impute_shd(dat, . ~ 1, pool="univariate") impute_shd(dat, .~1, backend="VIM")
Note that VIM uses last observation carried forward by default, and the specification of donor pool
is on a per-variable basis (this cannot be changed). See ?impute_shd
for the full specification.
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