topic Re: nimpute question in proc mi for EM algorithm imputation in Statistical Procedures

nimpute question in proc mi for EM algorithm imputation

xiangpang — Fri, 23 Feb 2018 03:22:51 GMT

Does anyone know why different "nimpute" would produce same data result in proc mi for EM algorithm imputation, but different mean / cov?

thanks

data Fitness1;
   input Oxygen RunTime RunPulse @@;
   datalines;
44.609  11.37  178     45.313  10.07  185
54.297   8.65  156     59.571    .      .
49.874   9.22    .     44.811  11.63  176
  .     11.95  176          .  10.85    .
39.442  13.08  174     60.055   8.63  170
50.541    .      .     37.388  14.03  186
44.754  11.12  176     47.273    .      .
51.855  10.33  166     49.156   8.95  180
40.836  10.95  168     46.672  10.00    .
46.774  10.25    .     50.388  10.08  168
39.407  12.63  174     46.080  11.17  156
45.441   9.63  164       .      8.92    .
45.118  11.08    .     39.203  12.88  168
45.790  10.47  186     50.545   9.93  148
48.673   9.40  186     47.920  11.50  170
47.467  10.50  170
;
	proc mi data=Fitness1 seed=235 simple nimpute=16;
   em itprint out=MI_results3;
   var Oxygen RunTime RunPulse;
run;
	proc mi data=Fitness1 seed=235 simple nimpute=2;
   em itprint out=MI_results5;
   var Oxygen RunTime RunPulse;
run;

Re: nimpute question in proc mi for EM algorithm imputation

PGStats — Fri, 23 Feb 2018 04:14:51 GMT

Not sure I get your question. If you want to see the imputed values, you should ask for:

	proc mi data=Fitness1 seed=235 simple nimpute=16 out=MI_values3;
   em itprint out=MI_results3;
   var Oxygen RunTime RunPulse;
run;
	proc mi data=Fitness1 seed=235 simple nimpute=2 out=MI_values5;
   em itprint out=MI_results5;
   var Oxygen RunTime RunPulse;
run;

Re: nimpute question in proc mi for EM algorithm imputation

xiangpang — Fri, 23 Feb 2018 05:46:49 GMT

Thanks for your reply. But it is not answer to my question. If you compare the data from "MI_values3 " and "MI_values5", you will only find one same imputation value for each missing datapoint. No matter the "nimpute=2" or "nimpute=16", this imputation value will not change. Unlike FCS or MCMC, you would have several different imputation value with the setting of nimpute. So I want to know why Proc MI EM only have one imputation value.

Do that mean nimpute is not useful here?

Thanks

Re: nimpute question in proc mi for EM algorithm imputation

PGStats — Fri, 23 Feb 2018 06:10:06 GMT

My understanding is that the Mi_values3 and Mi_values5 random imputed values sequences are the same because they stem from the same seed (235). Specifying the seed is supposed to guarantee that you get exactly the same values.

Re: nimpute question in proc mi for EM algorithm imputation

xiangpang — Fri, 23 Feb 2018 06:16:17 GMT

Thanks for your reply. So you suggest the nimpute is not useful here? But there is a difference of mean and cov between those 2. Why?

What I expected is that I would get several different imputation value same as nimpute setting.

Good night

Re: nimpute question in proc mi for EM algorithm imputation

SAS_Rob — Fri, 23 Feb 2018 12:57:17 GMT

The OUT= data set on the EM statement produces a single imputed value based on the EM algorithm This will be the same regardless of the seed or the number of imputations since the EM estimates will always be the same (see the EM (MLE) Parameter Estimates table in the output). When you actually are apply multiple imputation via the MCMC algorithm, then you will see differences based on the seeds and the number of imputations.

Re: nimpute question in proc mi for EM algorithm imputation

pengznuc — Fri, 23 Feb 2018 13:49:07 GMT

Thanks for your reply. but why number of imputation could change cov in proc mi EM not MCMC?

Re: nimpute question in proc mi for EM algorithm imputation

SAS_Rob — Fri, 23 Feb 2018 14:39:30 GMT

I am not sure I am understanding what you are asking. The EM covariance matrix remains the same either way.

proc mi data=Fitness1 seed=235 simple nimpute=16;
em itprint out=MI_results3 outem=out1;
var Oxygen RunTime RunPulse;
run;
proc mi data=Fitness1 seed=235 simple nimpute=2;
em itprint out=MI_results5 outem=out2;
var Oxygen RunTime RunPulse;
run;

proc print data=out1;
proc print data=out2;
run;

Re: nimpute question in proc mi for EM algorithm imputation

pengznuc — Fri, 23 Feb 2018 16:45:09 GMT

thanks. it is strange. it was different last night, that is why I am confused.

Thanks for the help from all the people.