Programming the statistical procedures from SAS

Propensity score match - multiple imputation

Posts: 73

Propensity score match - multiple imputation


I have a dataset with some missing information and have performed av PROC MI generating 5 datasets and further estimated p-score for these. Are there any way of pooling/avaraging the p-score from these 5 datasets and match to a control using the avaraged p-score? Any procedure in SAS that could handle this?



Posts: 3,543

Re: Propensity score match - multiple imputation

An average p-value doesn't make sense. The p-values give information about whether the data support the null hypothesis.  For each set of data, you run an analysis, generate parameters, and you get p-values, but those p-values are conditional on the data.

You could report the distribution of the p-values or you could make a statement like "for each of the imputed data sets, the p-value for XYZ was significant."

Respected Advisor
Posts: 2,655

Re: Propensity score match - multiple imputation

Multiple imputation almost always involves two steps--first imputing the missing values (PROC MI) and then combining the results in a meaningful way (PROC MIANALYZE).  I suspect that if you look through the documentation for PROC MIANALYZE, especially the examples, you will find precisely what you are looking for.

Steve Denham

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