Professional Documents
Culture Documents
Imputation
Imputation
Imputation
MDE
GR 2
Imputation
Dealing with missing data
MAR can never be proved or falsified using data alone, as NMAR assumption asserts that
something is not available to the researchers from the observed data. It is possible, however, to
test if data are MCAR in many situations: if meaningful differences exist between those with and
without missing data for some variables, this provides evidence against MCAR.
Why do we use imputation?
All analytical software packages including SAS require complete case for an
observation to be included in the analysis. This means that if there are 100 variables and an
observation is missing just ONE value, the entire case is removed from the analysis.
And, you lose the other 99 perfectly good values.
We need a way to replace those values logically.
7.
Multiple Imputation:
The most sophisticated and, currently, most popular approach is to take the regression idea
further and take advantage of correlations between responses.
In multiple imputation, software creates plausible values based on the correlations for the
missing data and then averages the simulated datasets by incorporating random errors in your
predictions. It is one of a number of examples where computers continue to change the statistical
landscape.
Most statistical packages like SPSS come with a multiple-imputation feature. More on
multiple imputation.
In a multiple imputation, instead of substituting a single value for each missing data, the
missing values are replaced with a set of plausible values which contain the natural variability
and uncertainty of the right values.
This approach begins with a prediction of the missing data using the existing data from other
variables. The missing values are then replaced with the predicted values, and a full data set
called the imputed data set is created. This process iterates the repeatability and makes multiple
imputed data sets (hence the term "multiple imputation"). Each multiple imputed data set
produced is then analyzed using the standard statistical analysis procedures for complete data,
and gives multiple analysis results. Subsequently, by combining these analysis results, a single
overall analysis result is produced.
The benefit of the multiple imputation is that in addition to restoring the natural variability of
the missing values, it incorporates the uncertainty due to the missing data, which results in a
valid statistical inference. Restoring the natural variability of the missing data can be achieved by
replacing the missing data with the imputed values which are predicted using the variables
correlated with the missing data. Incorporating uncertainty is made by producing different
versions of the missing data and observing the variability between the imputed data sets.
Multiple imputation has been shown to produce valid statistical inference that reflects the
uncertainty associated with the estimation of the missing data. Furthermore, multiple imputation
turns out to be robust to the violation of the normality assumptions and produces appropriate
results even in the presence of a small sample size or a high number of missing data.
With the development of novel statistical software, although the statistical principles of
multiple imputation may be difficult to understand, the approach may be utilized easily.
Because I work in the research department Im always dealing with missing data. For
example, I want to know the prices for milling wheat, in three regions, for July. For that Ive
asked farmers to give me a price in order to obtain an average. Unfortunately I have a lot of
missing data. I decided to use the SPSS program to deal with my missing data. So, here is my
table where we can observe the missing data.
In this way, using SPPS program I tried to find the best predicted values for my missing data.
So, I started to follow the steps.
Step 1: Put the data in the program and define the variables.