[R] sample R code for multiple imputation

Simon Blomberg simonb at cres10.anu.edu.au
Wed Jun 29 07:38:35 CEST 2005


There is also the mice package at http://www.multiple-imputation.com/
which uses mcmc but is different to Schafer's packages.

Simon.

At 09:30 AM 29/06/2005, James Reilly wrote:

>Schafer's functions have been ported to R in the packages norm, cat, mix
>and pan. Their documentation includes sample code illustrating how to
>use them.
>
>The aregImpute function in Hmisc provides a range of other imputation
>models, if you're not set on using MCMC. The mitools package might also
>be useful for dealing with the imputed values.
>
>Hope this helps,
>James
>
>On 29/06/2005 9:32 a.m., David Hwang wrote:
> > Hi,
> >
> > I have a big dataset which has many missing values and want to implement
> > Multiple imputation via Monte carlo markov chain by following J Schafer's
> > "Analysis of incomplete multivariate data". I don't know where to begin
> > and is looking for a sample R code that implements multiple imputation
> > with EM, MCMC, etc....
> >
> > Any help / suggestion will be greatly appreciated.
> >
> > David

Simon Blomberg, B.Sc.(Hons.), Ph.D, M.App.Stat.
Centre for Resource and Environmental Studies
The Australian National University
Canberra ACT 0200
Australia
T: +61 2 6125 7800 email: Simon.Blomberg_at_anu.edu.au
F: +61 2 6125 0757
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