The MI Procedure

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
        nimpute=pctmissing mu0=50 10 180
        out=outex13;
   transform log(Oxygen);
   mcmc chain=multiple displayinit;
   var Oxygen RunTime RunPulse;
run;

The NIMPUTE=PCTMISSING option uses the percentage of the incomplete cases as the number of imputations.

The "Model Information"  table in Output 75.13.1 describes the method and options used in the multiple imputation process.

The "Missing Data Patterns" table in Output 75.13.2 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.

For the NIMPUTE=PCTMISSING option, the percentage of the incomplete cases, 10/31 = 32.3%, is used as the number of imputations. Thus, 33 imputations (after rounding up) are generated.

The "Variable Transformations" table in Output 75.13.3 lists the variables that have been transformed.

The "Initial Parameter Estimates for MCMC" table in Output 75.13.4 displays the starting mean and covariance estimates used in the MCMC method.

Output 75.13.5 displays variance information from the multiple imputation.

Output 75.13.6 displays parameter estimates from the multiple imputation. Note that the parameter value of has also been transformed using the logarithmic transformation.

The following statements list the first 10 observations of the data set Outex13 in Output 75.13.7. 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;

Note that the results in Output 75.13.7 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;