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Multiple Imputation of Missing Values
Open accessAbstract
Following the seminal publications of Rubin about thirty years ago, statisticians have become increasingly aware of the inadequacy of “complete-case” analysis of datasets with missing observations. In medicine, for example, observations may be missing in a sporadic way for different covariates, and a complete-case analysis may omit as many as half of the available cases. Hotdeck imputation was implemented in Stata in 1999 by Mander and Clayton. However, this technique may perform poorly when many rows of data have at least one missing value. This article describes an implementation for Stata of the MICE method of multiple multivariate imputation described by van Buuren, Boshuizen, and Knook (1999). MICE stands for multivariate imputation by chained equations. The basic idea of data analysis with multiple imputation is to create a small number (e.g., 5–10) of copies of the data, each of which has the missing values suitably imputed, and analyze each complete dataset independently. Estimates of parameters of interest are averaged across the copies to give a single estimate. Standard errors are computed according to the “Rubin rules”, devised to allow for the between- and within-imputation components of variation in the parameter estimates. This article describes five ado-files. mvis creates multiple multivariate imputations. uvis imputes missing values for a single variable as a function of several covariates, each with complete data. micombine fits a wide variety of regression models to a multiply imputed dataset, combining the estimates using Rubin's rules, and supports survival analysis models (stcox and streg), categorical data models, generalized linear models, and more. Finally, misplit and mijoin are utilities to intercon-vert datasets created by mvis and by the miset program from John Carlin and colleagues. The use of the routines is illustrated with an example of prognostic modeling in breast cancer.
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“Missing data were imputed through multiple imputation with Stata using the MICE (multivariate imputation by chained equations) module (Royston, 2004).Five imputed data sets were generated.”
From Culture and Identity‐Protective Cognition: Explaining the White‐Male Effect in Risk Perception (2007) · cites this paper as Royston, 2004
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“A bootstrap sample was generated, missing values were replaced with plausible substitutes using multiple imputation (11), and a logistic regression was estimated with backward stepwise selection (P 0.”
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“(5)Missing earnings data are imputed using the Stata implementation of the MICE (multivariate imputation by chained equations) method of multiple multivariate imputation (Royston, 2004).”
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“disease-specific and therapeutic variables (29,30).”
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“The statistical Solas software was used to run MI based on propensity score [18,19], and the MICE routine to perform such an imputation, based on chained equation in Stata [20].”
Late mortality after acute hypoxic respiratory failure
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Brabyn, S., Araya, R., Barkham, M., Bower, P., Cooper, C., Duarte, A., Kessler, D., Knowles, S. E., Lovell, K., Littlewood, E., et al. (2016) · Health Technology Assessment · doi:10.3310/hta20890 · Cited by 36
Multiple Imputation for Categorical Time Series
Halpin, B. (2016) · The Stata Journal Promoting communications on statistics and Stata · doi:10.1177/1536867x1601600303 · Cited by 36
“It has been implemented for R by Van Buuren et al (1999; 2007; 2011) and for Stata by Royston (2004; 2009) More recent versions of Stata have incorporated equivalent functionality in the core mi impute infrastructure.”
Wang, J., Lau, W.-C., Wang, H., & Ma, J. (2015) · BMC Public Health · doi:10.1186/s12889-015-2535-2 · Cited by 37
“Multiple imputations (MI) with the Markov chain Monte Carlo algorithm [31] were used to handle the missing values of post-intervention non-respondents.”
Whitley, E., Batty, G. D., Hunt, K., Popham, F., & Benzeval, M. (2013) · Annals of Behavioral Medicine · doi:10.1007/s12160-013-9539-x · Cited by 38
“0 [39–41].”
Leopold, T., & Raab, M. (2013) · Journal of Aging Studies · doi:10.1016/j.jaging.2013.05.001 · Cited by 36
The Impact of Collective Efficacy on Risks for Adolescents’ Perpetration of Dating Violence
Schnurr, M. P., & Lohman, B. J. (2013) · Journal of Youth and Adolescence · doi:10.1007/s10964-013-9909-5 · Cited by 36
“The regression coefficients presented here represent the average coefficients across 5 multiply imputed datasets; parameter estimates were combined by applying Rubin’s rules (Royston 2004).”
MethodInfluentialGuinovart, C., Dobaño, C., Bassat, Q., Nhabomba, A. J., Quintó, L., Manaca, M. N., Aguilar, R., Rodríguez, M. H., Barbosa, A., Aponte, J., et al. (2012) · PLoS ONE · doi:10.1371/journal.pone.0032362 · Cited by 36
“Missing values in continuous covariates were imputed using the prediction from the best available subset of present data (determined by best-subset regression) in order to avoid losing observations and to compare the crude and adjusted models [23,24].”
MethodPrieto-Alhambra, D., Javaid, M., Judge, A., Maskell, J., Kiran, A., de Vries, F., Cooper, C., & Arden, N. (2011) · Arthritis & Rheumatism · doi:10.1002/art.30214 · Cited by 36
“Multiple imputation was used to account for missing values for the BMI and smoking and drinking status, using the Imputation by Chained Equations procedure in Stata (21).”
MethodInfluentialAre You Satisfied? PhD Education and Faculty Taste for Prestige: Limits of the Prestige Value System
Morrison, E., Rudd, E., Picciano, J. F., & Nerad, M. (2011) · doi:10.1007/s11162-010-9184-1 · Cited by 36
“Therefore, estimates are made using multiple imputation with chained equations ( Royston 2004, 2005 ).”
MethodMale and Female Pathways Through Four-Year Colleges
Ewert, S. (2010) · American Educational Research Journal · doi:10.3102/0002831210374351 · Cited by 36
“I utilize multiple imputation by chained equations to impute the missing values in the data (Royston, 2004; Rubin, 1987).”
MethodDawwas, M. F., Lewsey, J., Watson, C. J. E., & Gimson, A. E. (2009) · Transplantation · doi:10.1097/tp.0b013e3181aed8e4 · Cited by 34
Guarded Borders: Adolescent Interracial Romance and Peer Trouble at School
Kreager, D. (2008) · Social Forces · doi:10.1353/sof.0.0128 · Cited by 36
Reactions to Health-Related Social Control in Young Adults with Type 1 Diabetes
Thorpe, C. T., Lewis, M. A., & Sterba, K. R. (2008) · Journal of behavioral medicine · doi:10.1007/s10865-007-9125-4 · Cited by 36
“Finally, because some participants had missing data, we used multiple imputation procedures with 100 imputed datasets for all regression analyses (Royston 2004), in line with current recommendations (Schafer and Graham 2002).”
MethodMethods for handling missing data in palliative care research
Fielding, S., Fayers, P., Loge, J., Jordhøy, M., & Kaasa, S. (2006) · Palliative Medicine · doi:10.1177/0269216306072555 · Cited by 36
Association of Driving Distance to Maternity Hospitals and Maternal and Perinatal Outcomes
Minion, S. C., Krans, E., Brooks, M., Mendez, D., & Haggerty, C. (2022) · Obstetrics and Gynecology · doi:10.1097/aog.0000000000004960 · Cited by 35
A reinforcement learning-based approach for imputing missing data
Awan, S., Bennamoun, Sohel, F., Sanfilippo, F., & Dwivedi, G. (2022) · Neural computing & applications (Print) · doi:10.1007/s00521-022-06958-3 · Cited by 35
Oka, T., Sakaguchi, Y., Hattori, K., Asahina, Y., Kajimoto, S., Doi, Y., Kaimori, J., & Isaka, Y. (2022) · HYPERTENSION · doi:10.1161/hypertensionaha.121.18360 · Cited by 35
Jang, H., & Tang, F. (2021) · Journal of Social and Personal Relationships · doi:10.1177/02654075211061279 · Cited by 39
“In addition, multiple imputation was conducted using the Stata imputation by chained equations procedure, generating 20 imputed datasets to deal with missing cases (Royston, 2004).”
MethodKranenbarg, M. W., Ruiter, S., & van Gelder, J. (2019) · European Journal of Criminology · doi:10.1177/1477370819849677 · Cited by 35
“We used the Stata 14 Multivariate Imputation by Chained Equations (MICE) procedure (based on Royston, 2004) for multiple imputation of missing values for the independent variables of 268 observations (ego–alter combinations, 23.1 percent).”
InfluentialLenton, G. K., Doyle, T., Lloyd, D., Higgs, J. P., Billing, D., & Saxby, D. (2019) · Journal of Biomechanics · doi:10.1016/j.jbiomech.2018.11.036 · Cited by 35
Kałuża, J., Håkansson, N., Harris, H. R., Orsini, N., Michaëlsson, K., & Wolk, A. (2018) · Journal of Internal Medicine · doi:10.1111/joim.12823 · Cited by 45
Statistical modelling of the resistance to chloride penetration in concrete with recycled aggregates
Neves, R., Silva, A., de Brito, J., & Silva, R. V. (2018) · Construction and Building Materials · doi:10.1016/j.conbuildmat.2018.06.125 · Cited by 35
Studying Terrorism Empirically: What We Know About What We Don’t Know
Safer-lichtenstein, A., LaFree, G., & Loughran, T. (2017) · doi:10.1177/1043986217697873 · Cited by 35
Metadata
- Authors
- Royston, P.
- Affiliations
- MRC Clinical Trials Unit at UCL (GB)
- Corresponding author
- Royston, Patrick
- ORCID
- Royston, Patrick
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2004-08
- Volume
- 4
- Issue
- 3
- Pages
- 227-241
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W2161375627
- Cited by
- 2,340
- References
- 0
- Citations by year
- 2026: 40 · 2025: 49 · 2024: 42 · 2023: 67 · 2022: 99 · 2021: 106 · 2020: 100 · 2019: 107 · 2018: 103 · 2017: 109 · 2016: 123 · 2015: 129 · 2014: 137 · 2013: 179 · 2012: 178
- FWCI
- 46.61
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- The Stata Journal Promoting communications on statistics and Stata (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- AgEcon Search (University of Minnesota, USA) (submittedVersion, cc-by-nc-nd)
- AgEcon Search (University of Minnesota, USA)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Statistics and Probability › Data Analysis with R
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Keywords
- multiple imputation, chained equations, Stata ado file, missing data, complete case analysis, Rubin's rules, survival analysis, prognostic model, breast cancer
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