Imputation by a two-level normal model
Imputes univariate missing data using a two-level normal model
mice.impute.2l.norm(y, ry, x, type, wy = NULL, intercept = TRUE, ...)
y |
Vector to be imputed |
ry |
Logical vector of length |
x |
Numeric design matrix with |
type |
Vector of length |
wy |
Logical vector of length |
intercept |
Logical determining whether the intercept is automatically added. |
... |
Other named arguments. |
Implements the Gibbs sampler for the linear multilevel model with heterogeneous with-class variance (Kasim and Raudenbush, 1998). Imputations are drawn as an extra step to the algorithm. For simulation work see Van Buuren (2011).
The random intercept is automatically added in mice.impute.2L.norm()
.
A model within a random intercept can be specified by mice(...,
intercept = FALSE)
.
Vector with imputed data, same type as y
, and of length
sum(wy)
Added June 25, 2012: The currently implemented algorithm does not
handle predictors that are specified as fixed effects (type=1). When using
mice.impute.2l.norm()
, the current advice is to specify all predictors
as random effects (type=2).
Warning: The assumption of heterogeneous variances requires that in every
class at least one observation has a response in y
.
Roel de Jong, 2008
Kasim RM, Raudenbush SW. (1998). Application of Gibbs sampling to nested variance components models with heterogeneous within-group variance. Journal of Educational and Behavioral Statistics, 23(2), 93–116.
Van Buuren, S., Groothuis-Oudshoorn, K. (2011). mice
: Multivariate
Imputation by Chained Equations in R
. Journal of Statistical
Software, 45(3), 1-67. https://www.jstatsoft.org/v45/i03/
Van Buuren, S. (2011) Multiple imputation of multilevel data. In Hox, J.J. and and Roberts, J.K. (Eds.), The Handbook of Advanced Multilevel Analysis, Chapter 10, pp. 173–196. Milton Park, UK: Routledge.
Other univariate-2l:
mice.impute.2l.bin()
,
mice.impute.2l.lmer()
,
mice.impute.2l.pan()
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