Created
December 6, 2012 14:40
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Multiple imputation for missing data
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doInstall <- TRUE | |
toInstall <- c("Amelia", "ggplot2") | |
if(doInstall){install.packages(toInstall, repos = "http://cran.us.r-project.org")} | |
lapply(toInstall, library, character.only = TRUE) | |
ANES <- read.csv("http://www.oberlin.edu/faculty/cdesante/assets/downloads/ANES.csv") | |
ANES <- ANES[ANES$year == 2008, -c(1, 11, 17)] # Limit to just 2008 respondents, | |
head(ANES) # remove some non-helpful variables | |
with(ANES, plot(jitter(pid7), jitter(ideo7))) | |
myModel <- lm(pid7 ~ ideo7 + female + age + south, data = ANES) | |
summary(myModel) # Note 715 observations deleted due to missingness | |
missmap(ANES) # Show where observations are missing | |
### Imput missing data ### | |
imputedANES <- amelia(x = ANES, m = 10, # number of imputed data sets | |
noms = c("female", "race6", "religion", "dems", "south"), | |
ords = c("cohort", "pid7", "trust", "ideo7", "inerrant")) | |
# These last two options allow you to list nominal and ordinal variables. | |
plot(imputedANES) | |
with(imputedANES, lm(pid7 ~ ideo7 + female + age + south)) | |
b.out<-NULL | |
se.out<-NULL | |
for(i in 1:imputedANES$m) { # Replicate the model on each imputed dataset | |
ols.out <- lm(pid7 ~ ideo7 + female + age + south, | |
data = imputedANES$imputations[[i]]) | |
b.out <- rbind(b.out, ols.out$coef) | |
se.out <- rbind(se.out, coef(summary(ols.out))[,2]) | |
} | |
# Use Rubin's rules for combining results. | |
combined.results <- mi.meld(q = b.out, se = se.out) | |
lwdFrame <- data.frame(Variable = rownames(summary(myModel)$coef), | |
Coef = summary(myModel)$coef[, 1], | |
SE = summary(myModel)$coef[, 2], | |
Method = "listwiseDelete") | |
midFrame <- data.frame(Variable = colnames(combined.results$q), | |
Coef = c(combined.results$q), | |
SE = c(combined.results$se), | |
Method = "imputation") | |
resultFrame <- data.frame(rbind(lwdFrame, midFrame)) | |
zp1 <- ggplot(resultFrame, aes(colour = Method)) | |
zp1 <- zp1 + geom_hline(yintercept = 0, colour = gray(1/2), lty = 2) | |
zp1 <- zp1 + geom_linerange(aes(x = Variable, ymin = Coef - SE*1, | |
ymax = Coef + SE*1), | |
lwd = 1, position = position_dodge(width = 1/2)) | |
zp1 <- zp1 + geom_pointrange(aes(x = Variable, y = Coef, | |
ymin = Coef - SE*2, ymax = Coef + SE*2), | |
lwd = 1/2, position = position_dodge(width = 1/2), | |
shape = 21, fill = "WHITE") | |
zp1 <- zp1 + coord_flip() + theme_bw() | |
zp1 <- zp1 + ggtitle("Comparing coefficient estimates by missing data methods") | |
print(zp1) # The trick to these cool coefficient plots is position_dodge(). |
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The file link is broken, is it possible to get the file from somewhere else?