In many contexts, missing data and disclosure control are ubiquitous and challenging issues. In particular at statistical agencies, the respondent-level data they collect from surveys and censuses can suffer from high rates of missingness. Furthermore, agencies are obliged to protect respondents' privacy when publishing the collected data for public use. The NPBayesImputeCat R package, introduced in this paper, provides routines to i) create multiple imputations for missing data, and ii) create synthetic data for statistical disclosure control, for multivariate categorical data, with or without structural zeros. We describe the Dirichlet process mixture of products of multinomial distributions model used in the package, and illustrate various uses of the package using data samples from the American Community Survey (ACS). We also compare results of the missing data imputation to the mice R package and those of the synthetic data generation to the synthpop R package.
The treatment of missing data can be difficult in multilevel research because state-of-the-art procedures such as multiple imputation (MI) may require advanced statistical knowledge or a high degree of familiarity with certain statistical software. In the missing data literature, pan has been recommended for MI of multilevel data. In this article, we provide an introduction to MI of multilevel missing data using the R package pan, and we discuss its possibilities and limitations in accommodating typical questions in multilevel research. In order to make pan more accessible to applied researche…
This article introduces the Python package gcimpute for missing data imputation. gcimpute can impute missing data with many different variable types, including continuous, binary, ordinal, count, and truncated values, by modeling data as samples from a Gaussian copula model. This semiparametric model learns the marginal distribution of each variable to match the empirical distribution, yet describes the interactions between variables with a joint Gaussian that enables fast inference, imputation with confidence intervals, and multiple imputation. The package also provides specialized extensions…
This paper describes the R package imputeTestbench that provides a testbench for comparing imputation methods for missing data in univariate time series. The imputeTestbench package can be used to simulate the amount and type of missing data in a complete dataset and compare filled data using different imputation methods. The user has the option to simulate missing data by removing observations completely at random or in blocks of different sizes. Several default imputation methods are included with the package, including historical means, linear interpolation, and last observation carried for…
Missing data on response variables are common in clinical studies. Corresponding to the uncertainty of missing mechanism, theoretical frameworks on controlled imputation have been developed. In practice, it is recommended to conduct a statistically valid analysis under the primary assumptions on missing data, followed by sensitivity analysis under alternative assumptions to assess the robustness of results. Due to the availability of software, controlled multiple imputation (MI) procedures, including delta-based and reference-based approaches, have become popular for analyzing continuous varia…
Given the prevalence of missing data in modern statistical research, a broad range of methods is available for any given imputation task. How does one choose the `best' imputation method in a given application? The standard approach is to select some observations, set their status to missing, and compare prediction accuracy of the methods under consideration of these observations. Besides having to somewhat artificially mask observations, a shortcoming of this approach is that imputations based on the conditional mean will rank highest if predictive accuracy is measured with quadratic loss. In…
Multiple imputation by chained equations (MICE) has emerged as a popular approach for handling missing data. A central challenge for applying MICE is determining how to incorporate outcome information into covariate imputation models, particularly for complicated outcomes. Often, we have a particular analysis model in mind, and we would like to ensure congeniality between the imputation and analysis models. We propose a novel strategy for directly incorporating the analysis model into the handling of missing data. In our proposed approach, multiple imputations of missing covariates are obtaine…
Not-at-random missingness presents a challenge in addressing missing data in many health research applications. In this paper, we propose a new approach to account for not-at-random missingness after multiple imputation through weighted analysis of stacked multiple imputations. The weights are easily calculated as a function of the imputed data and assumptions about the not-at-random missingness. We demonstrate through simulation that the proposed method has excellent performance when the missingness model is correctly specified. In practice, the missingness mechanism will not be known. We sho…
Robust variance estimation for multiple imputation using predictive mean matching or parametric imputation models
University of Washington（华盛顿大学）；University of Florida（佛罗里达大学）；Wake Forest University（维克森林大学）；Kaiser Permanente Washington Health Research Institute（凯撒永久华盛顿健康研究所）；Fred Hutchinson Cancer Center（弗雷德·哈钦森癌症中心）
The Stochastic Block Model (SBM) is a popular probabilistic model for random graphs. It is commonly used for clustering network data by aggregating nodes that share similar connectivity patterns into blocks. When fitting an SBM to a network which is partially observed, it is important to take into account the underlying process that generates the missing values, otherwise the inference may be biased. This paper introduces missSBM, an R-package fitting the SBM when the network is partially observed, i.e., the adjacency matrix contains not only 1's or 0's encoding presence or absence of edges bu…
Discrete-time hidden Markov models (HMMs) have become an immensely popular tool for inferring latent animal behaviors from telemetry data. Here we introduce an open-source R package, momentuHMM, that addresses many of the deficiencies in existing HMM software. Features include: 1) data pre-processing and visualization; 2) user-specified probability distributions for an unlimited number of data streams and latent behavior states; 3) biased and correlated random walk movement models, including "activity centers" associated with attractive or repulsive forces; 4) user-specified design matrices an…
Missing data occur in many types of studies and typically complicate the analysis. Multiple imputation, either using joint modelling or the more flexible fully conditional specification approach, are popular and work well in standard settings. In settings involving non-linear associations or interactions, however, incompatibility of the imputation model with the analysis model is an issue often resulting in bias. Similarly, complex outcomes such as longitudinal or survival outcomes cannot be adequately handled by standard implementations. In this paper, we introduce the R package JointAI, whic…
Despite the large body of research on missing value distributions and imputation, there is comparatively little literature with a focus on how to make it easy to handle, explore, and impute missing values in data. This paper addresses this gap. The new methodology builds upon tidy data principles, with the goal of integrating missing value handling as a key part of data analysis workflows. We define a new data structure, and a suite of new operations. Together, these provide a connected framework for handling, exploring, and imputing missing values. These methods are available in the R package…
Missingness in categorical data is a common problem in various real applications. Traditional approaches either utilize only the complete observations or impute the missing data by some ad hoc methods rather than the true conditional distribution of the missing data, thus losing or distorting the rich information in the partial observations. In this paper, we propose the Dirichlet Process Mixture of Collapsed Product-Multinomials (DPMCPM) to model the full data jointly and compute the model efficiently. By fitting an infinite mixture of product-multinomial distributions, DPMCPM is applicable f…
Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression model with a standard improper prior distribution yields an analytically intractable posterior distribution that can be sampled using a data augmentation algorithm. When the response matrix has missing entries, there are unique challenges to the application and analysis of the convergence properties of the algorithm. Conditions for geometric ergodicity are provided when the incomplete data have a "monotone" structure.…
Data cleaning is a crucial part of every data analysis exercise. Yet, the currently available R packages do not provide fast and robust methods for cleaning and preparation of time series data. The open source package tsrobprep introduces efficient methods for handling missing values and outliers using model based approaches. For data imputation a probabilistic replacement model is proposed, which may consist of autoregressive components and external inputs. For outlier detection a clustering algorithm based on finite mixture modelling is introduced, which considers time series properties in t…
Recent advances in computational methods for intractable models have made network data increasingly amenable to statistical analysis. Exponential random graph models (ERGMs) emerged as one of the main families of models capable of capturing the complex dependence structure of network data in a wide range of applied contexts. The Bergm package for R has become a popular package to carry out Bayesian parameter inference, missing data imputation, model selection and goodness-of-fit diagnostics for ERGMs. Over the last few years, the package has been considerably improved in terms of efficiency by…
