The MI Procedure

Example 76.6 FCS Methods for Continuous Variables

(View the complete code for this example.)

This example uses FCS regression methods to impute values for all continuous variables in a data set that has an arbitrary missing pattern.

The following statements invoke the MI procedure and impute missing values for the Fitness1 data set:

proc mi data=Fitness1 seed=1213 nimpute=pctmissing(min=5 max=20)
        mu0=50 10 180 out=outex6;
   fcs nbiter=20 reg(Oxygen/details);
   var Oxygen RunTime RunPulse;
run;

The NIMPUTE=PCTMISSING option uses the percentage of the incomplete cases as the number of imputations. The MIN=5 (which is the default) and MAX=20 options restrict the number of imputations to be in the range of 5 to 20. That is, 5 imputations are generated if the percentage of the incomplete cases is less than 5, and 20 imputations are generated if this percentage is greater than 20.

The FCS statement requests multivariate imputations by FCS methods, and the NBITER=20 option (which is the default) specifies the number of burn-in iterations before each imputation.

The "Model Information"  table in Output 76.6.1 describes the method and options used in the multiple imputation process.

Output 76.6.1: Model Information

The MI Procedure

Model Information
Data SetWORK.FITNESS1
MethodFCS
Number of Imputations20
Number of Burn-in Iterations20
Seed for random number generator1213


The "FCS Model Specification"  table in Output 76.6.2 describes methods and imputed variables in the imputation model. With the REG(OXYGEN) option in the FCS statement, the procedure uses the regression method to impute variable Oxygen. By default, the regression method is also used to impute variables RunTime and RunPulse.

Output 76.6.2: FCS Model Specification

FCS Model Specification
MethodImputed Variables
RegressionOxygen RunTime RunPulse


The "Missing Data Patterns" table in Output 76.6.3 lists distinct missing data patterns with corresponding frequencies and percentages.

Output 76.6.3: Missing Data Patterns

Missing Data Patterns
GroupOxygenRunTimeRunPulseFreqPercentGroup Means
OxygenRunTimeRunPulse
1XXX2167.7446.35381010.809524171.666667
2XX.412.9047.10950010.137500.
3X..39.6852.461667..
4.XX13.23.11.950000176.000000
5.X.26.45.9.885000.


For the NIMPUTE=PCTMISSING option, the percentage of the incomplete cases, 10/31 = 32.3%, is used as the number of imputations. But the number 33 (after rounding up) is greater than 20 (as specified in the MAX= option), so only 20 imputations are generated.

When you specify the DETAILS option in REG(OXYGEN/DETAILS), the parameters that are used in each imputation for Oxygen are displayed in Output 76.6.4.

Output 76.6.4: FCS Regression Model for Oxygen

Regression Models for FCS Method
Imputed
Variable
EffectImputation
1234567891011121314151617181920
OxygenIntercept-0.1323590.0935550.0785870.063256-0.073869-0.070292-0.242377-0.176468-0.105706-0.100698-0.046309-0.2671860.074579-0.121640-0.041454-0.085027-0.025642-0.016753-0.148376-0.165002
OxygenRunTime-0.908663-0.753423-1.125549-0.634844-0.569809-0.797221-0.498457-0.922488-0.790878-0.748476-0.833819-0.745716-0.612349-0.747333-0.744806-0.864134-0.720153-0.615441-0.658032-0.774503
OxygenRunPulse-0.1347450.052640-0.135864-0.158692-0.319878-0.277367-0.510742-0.035716-0.169551-0.086702-0.158535-0.006667-0.1759980.030089-0.135503-0.120457-0.213634-0.065866-0.227149-0.041462


The following statements list the first 10 observations of the data set Outex6 in Output 76.6.5. Note that all missing values of all variables are imputed.

proc print data=outex6(obs=10);
   title 'First 10 Observations of the Imputed Data Set';
run;

Output 76.6.5: Imputed Data Set

First 10 Observations of the Imputed Data Set

Obs_Imputation_OxygenRunTimeRunPulse
1144.609011.3700178.000
2145.313010.0700185.000
3154.29708.6500156.000
4159.571010.1985185.842
5149.87409.2200173.379
6144.811011.6300176.000
7144.629911.9500176.000
8147.425810.8500183.926
9139.442013.0800174.000
10160.05508.6300170.000


After the completion of the specified four imputations, the "Variance Information" table in Output 76.6.6 displays the between-imputation variance, within-imputation variance, and total variance for combining complete-data inferences. The relative increase in variance due to missingness, the fraction of missing information, and the relative efficiency for each variable are also displayed. These statistics are described in the section Combining Inferences from Multiply Imputed Data Sets.

Output 76.6.6: Variance Information

Variance Information (20 Imputations)
VariableVarianceDFRelative
Increase
in Variance
Fraction
Missing
Information
Relative
Efficiency
BetweenWithinTotal
Oxygen0.0261520.9273860.95484627.3390.0296100.0288430.998560
RunTime0.0026080.0672180.06995727.020.0407360.0392960.998039
RunPulse2.4307643.5428476.09514914.230.7204100.4291830.978992


The "Parameter Estimates" table in Output 76.6.7 displays a 95% mean confidence interval and a t statistic with its associated p-value for each of the hypotheses requested with the MU0= option.

Output 76.6.7: Parameter Estimates

Parameter Estimates (20 Imputations)
VariableMeanStd Error95% Confidence LimitsDFMinimumMaximumMu0t for H0:
Mean=Mu0
Pr > |t|
Oxygen47.0809080.97716245.077149.084727.33946.75808747.51258550.000000-2.990.0059
RunTime10.5647520.26449310.022111.107427.0210.51182610.70652910.0000002.140.0420
RunPulse171.4122152.468836166.1251176.699314.23168.633931174.275234180.000000-3.480.0036