Re: [R] Is there a good package for multiple imputation of missing values in R?

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Mon, 30 Jun 2008 07:42:05 -0500

Robert A. LaBudde wrote:
> I'm looking for a package that has a start-of-the-art method of
> imputation of missing values in a data frame with both continuous and
> factor columns.
>
> I've found transcan() in 'Hmisc', which appears to be possibly suited to
> my needs, but I haven't been able to figure out how to get a new data
> frame with the imputed values replaced (I don't have Herrell's book).
>
> Any pointers would be appreciated.
> ================================================================
> Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: ral_at_lcfltd.com
> Least Cost Formulations, Ltd. URL: http://lcfltd.com/
> 824 Timberlake Drive Tel: 757-467-0954
> Virginia Beach, VA 23464-3239 Fax: 757-467-2947
>
> "Vere scire est per causas scire"
>

In Hmisc the aregImpute function works much better than transcan for multiple imputation. The fit.mult.impute function will draw the imputed values to fit a regression model multiple times and average the regression coefficient estimates. Type ?aregImpute to find out how to get an imputed dataset if not using fit.mult.impute.

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Mon 30 Jun 2008 - 13:44:51 GMT

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