Advanced Handling of
Missing Data
One-day Workshop
Nicole Janz
ssrmcta@hermes.cam.ac.uk
Goals
• Discuss types of missingness
• Know advantages & disadvantages of
missing data methods
• Learn multiple imputation
• Practical: diagnose, visualize and handle
missing data in R
2
Steps in the research process
1. Identify patterns of missingness for each variable
2. Why are data missing? Could this bias your sample?
3. How do other scholars in your field handle
missingness?
4. Decide on method to handle missingness for your
particular variables
5. Robustness: try different missing data methods, run
your analysis, compare the results
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Proportions
of missingness
per
A SIMPLIFIED
BIVARIATE TEST
GUIDE
variable in a table
variable nmiss
country
year
UN_FDI_flow
US_fdi_electrical
US_fdi_machinery
US_fdi_transport
US_fdi_mining
US_fdi_services
US_fdi_petrol
US_fdi_utilities
0
0
477
1896
1922
1968
3908
3955
4258
4984
n
propmiss
5568
5568
5568
5568
5568
5568
5568
5568
5568
5568
0.00000000
0.00000000
0.08566810
0.34051724
0.34518678
0.35344828
0.70186782
0.71030891
0.76472701
0.89511494
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Proportions
of missingness
per
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variable in a graph
Proportion of missingness
Petrol/GDP
Mining/GDP
Other FDI/GDP
Deposit./GDP
Finance/GDP
US FDI/GDP
Wh.Trade/GDP
Food/GDP
Chemical/GDP
Metal/GDP
Transp./GDP
Machinery/GDP
Mosley Law
Mosley Prac.
Mosley Labor
Electr./GDP
PTS
Democracy
CIRI Women
CIRI Phys.
CIRI Emp.
CIRI Worker
Trade
GDP p. capita
Population
Conflict
Fariss
Life exp.
Inf.mort.
0.0
0.2
0.4
0.6
0.8
1.0
5
Time
series: number
of years
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TESTwith
GUIDE
existing data
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Heatmap
per country-year
andGUIDE
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variable
yellow=missing
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Why
are my data
missing?
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TEST GUIDE
Due to social/natural processes
• school graduation, dropout, death
• a country does not exist anymore e.g. GDR
• statistics office reclassified variables
• intentional non-disclosure
Skip patterns in surveys
• E.g. only married respondents are asked certain
follow-up questions
Respondent refusal
• income
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Why
are my data
missing?
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TEST GUIDE
variable nmiss
US_fdi_mining
US_fdi_petrol
US_fdi_utilities
n
propmiss
3908 5568 0.70186782
4258 5568 0.76472701
4984 5568 0.89511494
• Mining FDI is available until 1999
• Petrol FDI is available from 2000
• Utilities FDI is a new category was introduced after 2000
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Three
types of missingness
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1. MCAR - Missing Completely at Random
2. MAR - Missing at Random
3. MNAR Missing not at Random
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MCAR:
Missing Completely
at Random
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Missing value (y) neither depends on x nor y. Probability of
missingness is the same for all units.
Survey respondent decides whether to answer the
“earnings” question by rolling a die and refusing to answer if
a “6” shows up
Some survey questions asked of a simple random sample of
original sample
What to do:
If data are missing completely at random, then throwing out
cases with missing data does not bias your inferences
-> do listwise deletion, then run analysis
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MAR:
Missing at
RandomTEST GUIDE
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Probability that a variable is missing depends only observed
data, but not the missing data itself, or unobserved data.
If sex, race, education, and age are recorded for all the
people in the survey, then “earnings” is MAR if the
probability of nonresponse depends only on these variables
If men are more likely to tell you their weight than women,
and we record gender, then weight is MAR.
What to do?
Some say listwise deletion is fine, but only if regression
controls for all variables that affect probability of missingness.
More common: use multiple imputation (MI) because listwise
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deletion introduces bias.
MNAR:
MissingBIVARIATE
not at Random
A SIMPLIFIED
TEST GUIDE
(non-ignorable missingness)
Missingness depends at least in part on unobserved factors.
Special case: Missingness depends on variable that is missing
People with college degrees are less likely to reveal their
earnings, we don’t have education data for all respondents
If a particular treatment causes discomfort, a patient is more
likely to drop out of the study. We don’t have a measure for
discomfort for all patients.
Respondents with high income less likely to report income.
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MNAR:
MissingBIVARIATE
not at Random
A SIMPLIFIED
TEST GUIDE
(non-ignorable missingness)
What to do?
Most problematic case. Potential lurking variables are often
unobserved.
MI based on auxiliary, external data e.g. estimate race based on
Census data associated with the address of the respondent.
Try to include as many predictors as possible in a model to get
MNAR closer to MAR.
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How
to distinguish
between
MNAR
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GUIDE
and MAR?
Think about your variables and use your substantive scientific
knowledge of the data and your field.
Can you collect more data that explain missingness, or is it
very likely that they will remain unobserved?
What does the literature say about predictors of that particular
missing variable?
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How
to distinguish
between
MAR
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GUIDE
and MCAR?
Again, think about the data. Some indication (but no definitive
answer) can be gained from two tests:
1) Little’s test for MCAR (Little 1988)
Maximum likelihood chi-square test for missing completely at
random. H0 is that the data is MCAR.
If the p value for Little's MCAR test is not significant, then
the data may be assumed to be MCAR and missingness is
ignorable (do listwise deletion).
mcartest in STATA; EM option in SPSS; in R see lab
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How
to distinguish
between
MAR
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and MCAR?
2. Dummy variable approach for MCAR
create dummy variables for whether a variable is missing:
1 = missing
0 = observed
Run t-tests (continuous) and chi-square (categorical) tests
between this dummy and other variables to see if the
missingness is related to the values of other variables
Tests which return a finding of significance indicate MAR
rather than MCAR (-> use multiple imputation)
(SPSS: MVA option, R see lab)
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Ad-hoc
methods
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Listwise deletion (complete case analysis)
Automatically done in regression in most software; or by hand;
assumes MCAR
• If MAR or MNAR: introduces biased sample
• reduces sample size
Pairwise deletion (available case analysis)
different aspects of a problem are studied with different
subsets of the data
• Results between subsets not consistent / comparable
• if the non-respondents differ systematically from the
respondents, this will bias the available-case summaries
• Potential omitted variable bias if excludes a complete
variable because its high missingness
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Ad-hoc
methods
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Last value carried forward
replace missing outcome values with pre-treatment measure
• would lead to underestimates of the true treatment effect
• ignores changes over time
Mean imputation
easiest way to impute is to replace each NA with the mean
• distorts distribution for this variable, e.g. underestimates sd
• ignores changes over time
Filling in values manually based on case-based
knowledge from other sources
• time-consuming
• prone to measurement error
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Single
imputation
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Impute missing values from predicted values results from
regression
• the error in these cases becomes zero. However, random
errors are a feature of the real world and one variable
treated with single imputation will be fundamentally different
from the other variables.
• leads to overconfidence in our models and biases the
coefficients upwards
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Multiple
Imputation
Techniques
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Multiple imputation (MI) is also based on the idea of using
predicted values, but it builds in mechanisms to incorporate
uncertainty about the predicted values.
MI imputes values for each missing data point, but it does so n
times (usually 5). It then creates n (5) completed data sets.
The observed values remain the same, but the imputed value
varies across these 5 data sets, reflecting uncertainty.
MI is much closer to reality when calculating new values.
MI is a good alternative to listwise deletion because the main
assumption is that data are MAR, meaning that some other
variables in the data set may (and should) explain why an
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observation is missing
Details on expectation maximization (EM) algorithm, see King et al. (2001).
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Figure: https://cran.r-project.org/web/packages/Amelia/vignettes/amelia.pdf
Multiple
Imputation
Techniques
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Combination
ofBIVARIATE
results TEST GUIDE
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Run each analysis (e.g. regression) on all 5 imputed data
sets.
Collect all 5 coefficients and standard errors (and other
measures of interest), and combine them into one estimate
according to Rubin’s Rule (1987):
• Estimates: average of the individual estimates
• Standard error: combine between-imputation variance and
within-imputation variance
See King et al. (2001).
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Multiple
Imputation
Software
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{Amelia} in R (by Gary King and collaborators)
{mi} in R (by Andrew Gelman and collaborators)
{mice} in R (by Stef van Buuren and
collaborators)
SPSS (Analyze > Multiple Imputation)
STATA mi estimate
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Social Sciences Research
Methods Centre
Lab
Summarizing
and
Visualizing
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Missingness in R
% of missingness per variable and subsets of variables
Graphical display
Using Amelia for diagnosis of missingness
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MCAR
patterns?
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1) BaylorEdPsych (Little’s Test to diagnose MCAR)
https://cran.r-project.org/web/packages/BaylorEdPsych/
BaylorEdPsych.pdf
2) Creating a dummy variable for missingness 0/1, then
running correlations among variables
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Ad-hoc
measures
in R TEST GUIDE
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1) Listwise deletion, pairwise
deletion
2) Carry last value forward
3) Mean imputation
4) Manually recoding particular
variables
5) Replace NAs with predicted
values from regression
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Example
1
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Adapted from Schlomer et al. (2010)
60 clients under age 21 years at a large university counseling
center were referred for counseling by the dean of students
due to underage drinking violations. The counseling center
randomly assigned the students to one of two treatment
programs (independent variable: Group), one of which uses
the harm reduction approach, and the other of which is based
on a 12-step model. Participants’ self-efficacy for sobriety
was measured before (covariate) and after (dependent
variable) the counseling.
• 7 variations of the DV: DV with no missing; DV with 10%,
20%, and 50% MCAR, and DV with 10%, 20%, and 50%
MAR
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Example
1
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Adapted from Schlomer et al. (2010)
Goal: Compare biases in estimates of mean, standard
deviation, regression coefficient, and standard error when the
DV has 20% missing at random with when the DV has 0%
missing using different missing data handling techniques.
Step 1:
Calculate M, SD, B, and SE with DV0Miss
Step 2:
Create the target data set with DV20MAR
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Example
1
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Adapted from Schlomer et al. (2010)
Describe missing patterns
Summarize and
visualize missingness
Little's (1998) MCAR
test
Dummy code
missingness
Ad-hoc methods
Delete listwise
or pairwise
Carry last
value forward
Substitute
with mean
Recode
manually
Predict from
regression
Multiple imputation
Amelia II
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Multiple
Imputation
with Amelia
II
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TEST GUIDE
How to run an imputation in R incl diagnostics
- run Amelia on a data set
- saving an imputed data set
- combining several data into an amelia object
- how to deal with ordinal, nominal, natural log data
- time series cross-section
- lags and leads
- overimputation
- time series plots
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Reproducibility
A SIMPLIFIED BIVARIATE TEST GUIDE
• Set seed (!!!) – for yourself and others
When you re-run Amelia after diagnostics and want to
make changes, it’s best to re-use exactly what you had
with minimal changes
• Work in R, not the GUI version
• Keep your Rscript well commented; make a note of
sessionInfo(), especially the Amelia and R version used
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Reproducibility
A SIMPLIFIED BIVARIATE TEST GUIDE
On 12/4/2012 5:40 AM, Nicole Janz wrote:
Dear _____,
I'm a PhD student at Cambridge University, and I work on foreign
investment and labor standards. I read your with great interest. I
was wondering if you could make the imputation Rcode available
to me? I am asking this because I am using Amelia as well, and I
would like to try and replicate your imputation with the same
specifications.
Hi Nicole - Thanks for the note. Unfortunately, we did this in
AmeliaView, so we don't have R code available (I assume you've
found the replication data and Stata code on my website).
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More
practical tips
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• Set the seed!
• Include any variable in the analysis model in your imputation
model. Maybe use auxiliary variables if they make sens.
• Include variables in the form they enter the model (lags, logs,
leads, transformations).
• Don’t impute things that don’t make sense! Don’t impute
decades of missing data.
• Check diagnostics
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Literature and tutorials
Amelia mailing list
https://lists.gking.harvard.edu/mailman/listinfo/amelia
Tutorial for three MI software packages by Thomas Leeper
http://thomasleeper.com/Rcourse/Tutorials/mi.html
MISSING VALUES ANALYSIS & DATA IMPUTATION
http://www.statisticalassociates.com/missingvaluesanalysis_p.pdf
James Honaker and Gary King, What to do About Missing Values in Time
Series Cross-Section Data American Journal of Political Science Vol. 54,
No. 2 (April, 2010): Pp. 561-581.
Gary King, James Honaker, Anne Joseph, and Kenneth Scheve. Analyzing
Incomplete Political Science Data: An Alternative Algorithm for Multiple
Imputation, American Political Science Review, Vol. 95, No. 1 (March,
2001): Pp. 49-69.
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Literature and tutorials
Andrew Gelman and Jeniffer Hill, Data Analysis Using Regression and
Multilevel/Hierarchical Models, CHAPTER 25: Missing-data imputation.
Cambridge University Press, Cambridge (2006).
Much Ado About Nothing: A Comparison of Missing Data Methods and
Software to Fit Incomplete Data Regression Models
www.math.smith.edu/~nhorton/muchado.pdf
Allison, Paul D. 2001. Missing Data. Sage University Papers Series on
Quantitative Applications in the Social Sciences. Thousand Oaks: Sage.
Enders, Craig. 2010. Applied Missing Data Analysis. Guilford Press: New
York.
Little, Roderick J., Donald Rubin. 2002. Statistical Analysis with Missing
Data. John Wiley & Sons, Inc: Hoboken.
Schafer, Joseph L., John W. Graham. 2002. “MissingData: Our View of the
State of the Art.” Psychological Methods.
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Thank you !
Nicole Janz
www.nicolejanz.de
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