This example applies the MCMC method to the Fitness1
data set in which the variable Oxygen
is transformed. Assume that Oxygen
is skewed and can be transformed to normality with a logarithmic transformation. The following statements invoke the MI procedure
and specify the transformation. The TRANSFORM statement specifies the log transformation for Oxygen
. Note that the values displayed for Oxygen
in all of the results correspond to transformed values.
proc mi data=Fitness1 seed=32937921 mu0=50 10 180 out=outex13; transform log(Oxygen); mcmc chain=multiple displayinit; var Oxygen RunTime RunPulse; run;
The "Missing Data Patterns" table in Output 63.13.1 lists distinct missing data patterns with corresponding statistics for the Fitness1
data. Note that the values of Oxygen
shown in the tables are transformed values.
Output 63.13.1: Missing Data Patterns
Missing Data Patterns | ||||||||
---|---|---|---|---|---|---|---|---|
Group | Oxygen | RunTime | RunPulse | Freq | Percent | Group Means | ||
Oxygen | RunTime | RunPulse | ||||||
1 | X | X | X | 21 | 67.74 | 3.829760 | 10.809524 | 171.666667 |
2 | X | X | . | 4 | 12.90 | 3.851813 | 10.137500 | . |
3 | X | . | . | 3 | 9.68 | 3.955298 | . | . |
4 | . | X | X | 1 | 3.23 | . | 11.950000 | 176.000000 |
5 | . | X | . | 2 | 6.45 | . | 9.885000 | . |
Transformed Variables: Oxygen |
The "Variable Transformations" table in Output 63.13.2 lists the variables that have been transformed.
The "Initial Parameter Estimates for MCMC" table in Output 63.13.3 displays the starting mean and covariance estimates used in the MCMC method.
Output 63.13.4 displays variance information from the multiple imputation.
Output 63.13.4: Variance Information
Variance Information | ||||||||
---|---|---|---|---|---|---|---|---|
Variable | Variance | DF | Relative Increase in Variance |
Fraction Missing Information |
Relative Efficiency |
|||
Between | Within | Total | ||||||
* | Oxygen | 0.000016175 | 0.000401 | 0.000420 | 26.499 | 0.048454 | 0.047232 | 0.990642 |
RunTime | 0.001762 | 0.065421 | 0.067536 | 27.118 | 0.032318 | 0.031780 | 0.993684 | |
RunPulse | 0.205979 | 3.116830 | 3.364004 | 25.222 | 0.079303 | 0.075967 | 0.985034 | |
* Transformed Variables |
Output 63.13.5 displays parameter estimates from the multiple imputation. Note that the parameter value of has also been transformed using the logarithmic transformation.
Output 63.13.5: Parameter Estimates
Parameter Estimates | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Variable | Mean | Std Error | 95% Confidence Limits | DF | Minimum | Maximum | Mu0 | t for H0: Mean=Mu0 |
Pr > |t| | ||
* | Oxygen | 3.845175 | 0.020494 | 3.8031 | 3.8873 | 26.499 | 3.838599 | 3.848456 | 3.912023 | -3.26 | 0.0030 |
RunTime | 10.560131 | 0.259876 | 10.0270 | 11.0932 | 27.118 | 10.493031 | 10.600498 | 10.000000 | 2.16 | 0.0402 | |
RunPulse | 171.802181 | 1.834122 | 168.0264 | 175.5779 | 25.222 | 171.251777 | 172.498626 | 180.000000 | -4.47 | 0.0001 | |
* Transformed Variables |
The following statements list the first 10 observations of the data set Outex13
in Output 63.13.6. Note that the values for Oxygen
are in the original scale.
proc print data=outex13(obs=10); title 'First 10 Observations of the Imputed Data Set'; run;
Output 63.13.6: Imputed Data Set in Original Scale
First 10 Observations of the Imputed Data Set |
Obs | _Imputation_ | Oxygen | RunTime | RunPulse |
---|---|---|---|---|
1 | 1 | 44.6090 | 11.3700 | 178.000 |
2 | 1 | 45.3130 | 10.0700 | 185.000 |
3 | 1 | 54.2970 | 8.6500 | 156.000 |
4 | 1 | 59.5710 | 7.1440 | 167.012 |
5 | 1 | 49.8740 | 9.2200 | 170.092 |
6 | 1 | 44.8110 | 11.6300 | 176.000 |
7 | 1 | 38.5834 | 11.9500 | 176.000 |
8 | 1 | 43.7376 | 10.8500 | 158.851 |
9 | 1 | 39.4420 | 13.0800 | 174.000 |
10 | 1 | 60.0550 | 8.6300 | 170.000 |
Note that the results in Output 63.13.6 can also be produced from the following statements without using a TRANSFORM statement. A transformed value of log(50)=3.91202 is used in the MU0= option.
data temp; set Fitness1; LogOxygen= log(Oxygen); run; proc mi data=temp seed=14337921 mu0=3.91202 10 180 out=outtemp; mcmc chain=multiple displayinit; var LogOxygen RunTime RunPulse; run; data outex13; set outtemp; Oxygen= exp(LogOxygen); run;