The logistic regression method is another imputation method available for classification variables. In the logistic regression method, a logistic regression model is fitted for a classification variable with a set of covariates constructed from the effects, where the classification variable is an ordinal response or a nominal response variable.
In the MI procedure, ordered values are assigned to response levels in ascending sorted order. If the response variable Y takes values in , then for ordinal response models, the cumulative model has the form
where are K-1 intercept parameters, and is the vector of slope parameters.
For nominal response logistic models, where the K possible responses have no natural ordering, the generalized logit model has the form
where the are K-1 intercept parameters, and the are K-1 vectors of slope parameters.
For a binary classification variable, based on the fitted regression model, a new logistic regression model is simulated from the posterior predictive distribution of the parameters and is used to impute the missing values for each variable (Rubin, 1987, pp. 167–170).
For a binary variable Y
with responses 1 and 2, a logistic regression model is fitted using observations with observed values for the imputed variable
Y
:
where are covariates for Y
, , and
The fitted model includes the regression parameter estimates and the associated covariance matrix .
The following steps are used to generate imputed values for a binary variable Y
with responses 1 and 2:
New parameters are drawn from the posterior predictive distribution of the parameters.
where is the upper triangular matrix in the Cholesky decomposition, , and is a vector of independent random normal variates.
For an observation with missing and covariates , compute the predicted probability that Y
= 1:
where .
Draw a random uniform variate, u, between 0 and 1. If the value of u is less than , impute Y
= 1; otherwise impute Y
= 2.
The binary logistic regression imputation method can be extended to include the ordinal classification variables with more than two levels of responses, and the nominal classification variables. The LINK=LOGIT and LINK=GLOGIT options can be used to specify the cumulative logit model and the generalized logit model, respectively. The options ORDER= and DESCENDING can be used to specify the sort order for the levels of the imputed variables.
For an ordinal classification variable, based on the fitted regression model, a new logistic regression model is simulated from the posterior predictive distribution of the parameters and is used to impute the missing values for each variable.
For a variable Y
with ordinal responses 1, 2, …, K, a logistic regression model is fitted using observations with observed values for the
imputed variable Y
:
where are covariates for Y
and .
The fitted model includes the regression parameter estimates and , and their associated covariance matrix .
The following steps are used to generate imputed values for an ordinal classification variable Y
with responses 1, 2, …, K:
New parameters are drawn from the posterior predictive distribution of the parameters.
where , is the upper triangular matrix in the Cholesky decomposition, , and is a vector of independent random normal variates.
For an observation with missing Y
and covariates , compute the predicted cumulative probability for :
Draw a random uniform variate, u, between 0 and 1, then impute
For a nominal classification variable, based on the fitted regression model, a new logistic regression model is simulated from the posterior predictive distribution of the parameters and is used to impute the missing values for each variable.
For a variable Y
with nominal responses 1, 2, …, K, a logistic regression model is fitted using observations with observed values for the
imputed variable Y
:
where are covariates for Y
and .
The fitted model includes the regression parameter estimates and , and their associated covariance matrix , where ,
The following steps are used to generate imputed values for a nominal classification variable Y
with responses 1, 2, …, K:
New parameters are drawn from the posterior predictive distribution of the parameters.
where , is the upper triangular matrix in the Cholesky decomposition, , and is a vector of independent random normal variates.
For an observation with missing Y
and covariates , compute the predicted probability for Y
= j, j=1, 2, …, K-1:
and
Compute the cumulative probability for :
Draw a random uniform variate, u, between 0 and 1, then impute