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Re: st: Restricted Ranges in Stata's Multiple Imputation Procedures

From (Yulia Marchenko, StataCorp LP)
To   "" <>
Subject   Re: st: Restricted Ranges in Stata's Multiple Imputation Procedures
Date   Mon, 19 Oct 2009 13:02:55 -0500

Adriaan Hoogendoorn <> asks about restricting the
range of imputed values to be within specified bounds during imputation using
-mi impute-:

> I would like to restrict the range of imputed values and tried the
> (predictive mean) matching option. This technique resulted into an imputed
> data set where the minimal observation was (value 7) was matched to nine of
> the fourteen missings.

Adriaan uses the predictive mean matching imputation method to ensure that the
imputed values are within the observed range.  By default, -mi impute pmm-
replaces a missing value with the observed value for which the predicted value
is the closest to that of the missing value.  In Adriaan's case, predicted
values for most of missing observations were the closest to the minimum
observed value.  To introduce more variation among the imputed values, Adriaan
can increase the number of observations from which the imputed value is drawn
by specifying the -knn()- option.  For example, using -knn(3)- with -mi impute
pmm- will result in randomly choosing a replacement value from 3 observations
with closest predicted values.  There is no definitive recommendation in the
literature on how many replacement values (nearest neighbors) should be used
with predictive mean matching.  The choice depends on the bias/variance trade
off and is specific to a particular application; see, for example, "[MI] mi
impute pmm" for more detail.

> I would like to try a different solution. According to Allison (2001). "Some
> software can handle the restricted range problem in another way. If you
> specify a maximum or a minimum value for a particular variable, it will
> reject all random draws outside that range and simply take additional draws
> until it gets one within the specified range."(page 39). Am I correct that
> this option is not (yet) implemented in the ice package or the mi impute
> option?

Currently -mi impute- does not have an option for restricting the ranges of
the imputed values during imputation.  We will consider adding this option in
the future.

-- Yulia
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