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Re: st: Issues of Normality for Multiple Imputation with ICE


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Issues of Normality for Multiple Imputation with ICE
Date   Fri, 9 Oct 2009 08:08:40 -0700 (PDT)

--- On Fri, 9/10/09, McDonald, Catherine wrote:
> I am working with a small data set with missing values for
> which I am trying to do multiple imputation with ICE. I have
> some data that are non-normal. Do I have to do
> transformations? I have seen a reference to Schafer
> (Analysis of incomplete Multivariate Data 1997) that says
> there is evidence that imputation methods can work even when
> the data are not normal. But I did not know if the ICE
> command would be one of these methods. Is there a ref that
> would support leaving non-normal data as is for multiple
> imputation with ICE? Are there steps that I need to take?
> What options for transformations would be possible? 

That depends on the type of non-normality. The Schafer book 
discusses a method that is more restrictive than -ice-. In
particular -ice- handels categorical, ordinal, and interval
censored variables more elegantly. So if that is your 
non-normality problem than you definately do not want to
do any transformation. If you have a continuous variable 
which is very skewed than you might want to transform that 
first (e.g. take a log).

As to references:

Royston, P. 2004. Multiple imputation of missing values. 
The Stata Journal 4(3): 227--241.
http://www.stata-journal.com/article.html?article=st0067

Royston, P. 2005a. Multiple imputation of missing values: 
update. The Stata Journal 5(2): 188--201.
http://www.stata-journal.com/article.html?article=st0067_1

Royston, P. 2005b. Multiple imputation of missing values: 
Update of ice. the Stata Journal 5(4): 527--536. 
http://www.stata-journal.com/article.html?article=st0067_2

Royston, P. 2007. Multiple imputation of missing values: 
further update of ice, with an emphasis on interval 
censoring. The Stata Journal 7(4): 445--464.
http://www.stata-journal.com/article.html?article=st0067_3

Royston, P. 2009. Multiple imputation of missing values: 
Further update of ice, with an emphasis on categorical 
variables. The Stata Journal 9(3): 466-477.
http://www.stata-journal.com/article.html?article=st0067_4

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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