Programming the statistical procedures from SAS

PROC MI FCS - how to monitor convergence for class variables?

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PROC MI FCS - how to monitor convergence for class variables?

In PROC MI, when using the FCS method, the OUTITER and PLOTS=TRACE options can be specified to monitor convergence. However, it only seems possible to output the mean and standard deviation of continuous variables which are being imputed (or are fully observed but included as variables in the call to PROC MI). If (for example) logistic regression is used to impute a binary variable, there appears to be no way of checking or assessing convergence.

 

For example, using code such as:

 

 

proc mi data=miinput seed=279813 nimpute=10 out=imps;
	var y1 y2 y3 ;
	class y1 y2 y3 ;
        fcs nbiter=100 OUTITER=trace logistic(y1 =  y2 y3 / DETAIL );
        fcs logistic(y2 =  y1 y3 / DETAIL );
        fcs logistic(y3 =  y1 y2 / DETAIL );
run;

one obtains the warning message "WARNING: The OUTITER= option is only applicable with continuous variables in the FCS model.".

 

The DETAIL option means you can see what parameter values were used in each logistic regression for each imputation, but to assess convergence properly one really needs to see the parameter values by iteration for each imputation, as one can do with the MCMC statement. Is this possible somehow?

 

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