Which distance function is used in proc mi regpmm?

[MsGeritO]

Hello!

I was wondering which distance function is used for regpmm in proc mi. Everything I have found was that

"A set of k0 observations whose corresponding predicted values are closest to yi is generated."

But how is "closest to yi" defined? I would love to hear that the Mahalanobis distance is used. But in the end I am happy with the correct answer. 😉

I am assuming that the distance function would be the same for monotone or fcs. That's why I didn't specify. However, my current application would be monotone.

Any pointers are greatly appreciated.

Thank you in advance.

Gerit

[SAS_Rob · Accepted solution]

The distance formula is on p.6 of the reference listed in the documentation:

Heitjan, F., and Little, R. J. A. (1991). “Multiple Imputation for the Fatal Accident Reporting System.” Journal of the Royal Statistical Society, Series C 40:13–29.