[R] fit.mult.impute() in Hmisc

From: Yuelin Li <liy12_at_mskcc.org>
Date: Thu, 31 Mar 2011 15:56:27 -0400

I tried multiple imputation with aregImpute() and fit.mult.impute() in Hmisc 3.8-3 (June 2010) and R-2.12.1.

The warning message below suggests that summary(f) of fit.mult.impute() would only use the last imputed data set. Thus, the whole imputation process is ignored.

  "Not using a Design fitting function; summary(fit)    will use standard errors, t, P from last imputation only.    Use vcov(fit) to get the correct covariance matrix,    sqrt(diag(vcov(fit))) to get s.e."

But the standard errors in summary(f) agree with the values from sqrt(diag(vcov(f))) to the 4th decimal point. It would seem that summary(f) actually adjusts for multiple imputation?

Does summary(f) in Hmisc 3.8-3 actually adjust for MI?

If it does not adjust for MI, then how do I get the MI-adjusted coefficients and standard errors?

I can't seem to find answers in the documentations, including rereading section 8.10 of the Harrell (2001) book Googling located a thread in R-help back in 2003, which seemed dated. Many thanks in advance for the help,


> library(Hmisc)

Loading required package: survival
Loading required package: splines
> data(kyphosis, package = "rpart")
> kp <- lapply(kyphosis, function(x)

+ { is.na(x) <- sample(1:length(x), size = 10); x })
> kp <- data.frame(kp)
> kp$kyp <- kp$Kyphosis == "present"
> set.seed(7)
> imp <- aregImpute( ~ kyp + Age + Start + Number, dat = kp, n.impute = 10,
+                      type = "pmm", match = "closest")
Iteration 13
> f <- fit.mult.impute(kyp ~ Age + Start + Number, fitter=glm, xtrans=imp,
+                 family = "binomial", data = kp)

Variance Inflation Factors Due to Imputation:

(Intercept)         Age       Start      Number 
       1.06        1.28        1.17        1.12 

Rate of Missing Information:

(Intercept)         Age       Start      Number 
       0.06        0.22        0.14        0.10 

d.f. for t-distribution for Tests of Single Coefficients:

(Intercept)         Age       Start      Number 
    2533.47      193.45      435.79      830.08 

The following fit components were averaged over the 10 model fits:

  fitted.values linear.predictors

Warning message:
In fit.mult.impute(kyp ~ Age + Start + Number, fitter = glm, xtrans = imp, :   Not using a Design fitting function; summary(fit) will use standard errors, t, P from last imputation only. Use vcov(fit) to get the correct covariance matrix, sqrt(diag(vcov(fit))) to get s.e.

> f

Call: fitter(formula = formula, family = "binomial", data = completed.data)


(Intercept)          Age        Start       Number  
    -3.6971       0.0118      -0.1979       0.6937  

Degrees of Freedom: 80 Total (i.e. Null);  77 Residual
Null Deviance:	    80.5 
Residual Deviance: 58 	AIC: 66 

> sqrt(diag(vcov(f)))
(Intercept) Age Start Number
  1.5444782 0.0063984 0.0652068 0.2454408
> -0.1979/0.0652068

[1] -3.0350
> summary(f)

fitter(formula = formula, family = "binomial", data = completed.data)

Deviance Residuals:

   Min 1Q Median 3Q Max -1.240 -0.618 -0.288 -0.109 2.409


            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -3.6971     1.5445   -2.39   0.0167
Age           0.0118     0.0064    1.85   0.0649
Start        -0.1979     0.0652   -3.03   0.0024
Number        0.6937     0.2454    2.83   0.0047

(Dispersion parameter for binomial family taken to be 1)

    Null deviance: 80.508 on 80 degrees of freedom Residual deviance: 57.965 on 77 degrees of freedom AIC: 65.97 Number of Fisher Scoring iterations: 5  

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