The MI Procedure

Example 57.12 Saving and Using Parameters for MCMC

This example uses the MCMC method with multiple chains as specified in Example 57.9. It saves the parameter values used for each imputation in an output data set of type EST called miest. This output data set can then be used to impute missing values in other similar input data sets. The following statements invoke the MI procedure and specify the MCMC method with multiple chains to create three imputations:

proc mi data=Fitness1 seed=21355417 nimpute=6 mu0=50 10 180;
   mcmc chain=multiple initial=em outest=miest;
   var Oxygen RunTime RunPulse;
run;

The following statements list the parameters used for the imputations in Output 57.12.1. Note that the data set includes observations with _TYPE_=‘SEED’ which contains the seed to start the next random number generator.

proc print data=miest(obs=15);
   title 'Parameters for the Imputations';
run;

Output 57.12.1: OUTEST Data Set

Parameters for the Imputations

Obs _Imputation_ _TYPE_ _NAME_ Oxygen RunTime RunPulse
1 1 SEED   825240167.00 825240167.00 825240167.00
2 1 PARM   46.77 10.47 169.41
3 1 COV Oxygen 30.59 -8.32 -50.99
4 1 COV RunTime -8.32 2.90 17.03
5 1 COV RunPulse -50.99 17.03 200.09
6 2 SEED   1895925872.00 1895925872.00 1895925872.00
7 2 PARM   47.41 10.37 173.34
8 2 COV Oxygen 22.35 -4.44 -21.18
9 2 COV RunTime -4.44 1.76 1.25
10 2 COV RunPulse -21.18 1.25 125.67
11 3 SEED   137653011.00 137653011.00 137653011.00
12 3 PARM   48.21 10.36 170.52
13 3 COV Oxygen 23.59 -5.25 -19.76
14 3 COV RunTime -5.25 1.66 5.00
15 3 COV RunPulse -19.76 5.00 110.99


The following statements invoke the MI procedure and use the INEST= option in the MCMC statement:

proc mi data=Fitness1 mu0=50 10 180;
   mcmc inest=miest;
   var Oxygen RunTime RunPulse;
run;

The Model Information table in Output 57.12.2 describes the method used in the multiple imputation process. The remaining tables for the example are identical to the tables in Output 57.9.2, Output 57.9.4, Output 57.9.5, and Output 57.9.6 in Example 57.9.

Output 57.12.2: Model Information

The MI Procedure

Model Information
Data Set WORK.FITNESS1
Method MCMC
INEST Data Set WORK.MIEST
Number of Imputations 6