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Authors: Yu-Sung Su, Andrew Gelman, Jennifer Hill, Masanao Yajima
Title: [download]
(5956)
Multiple Imputation with Diagnostics (mi) in R: Opening Windows into the Black Box
Reference: Vol. 45, Issue 2, Dec 2011
Submitted 2009-06-15, Accepted 2011-05-30
Type: Article
Abstract:

Our mi package in R has several features that allow the user to get inside the imputation process and evaluate the reasonableness of the resulting models and imputations. These features include: choice of predictors, models, and transformations for chained imputation models; standard and binned residual plots for checking the fit of the conditional distributions used for imputation; and plots for comparing the distributions of observed and imputed data. In addition, we use Bayesian models and weakly informative prior distributions to construct more stable estimates of imputation models. Our goal is to have a demonstration package that (a) avoids many of the practical problems that arise with existing multivariate imputation programs, and (b) demonstrates state-of-the-art diagnostics that can be applied more generally and can be incorporated into the software of others.

Paper: [download]
(5956)
Multiple Imputation with Diagnostics (mi) in R: Opening Windows into the Black Box
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Supplements: [download]
(681)
mi_0.09-13.tar.gz: R source package
(application/x-gzip, 64.6 KB)
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v45i02.R: R example code from the paper
(application/octet-stream, 1.7 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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