Imputation very slow

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shanekav
Posts: 36
Joined: Wed Feb 20, 2013 12:55 am

Imputation very slow

Post by shanekav » Thu Sep 26, 2013 11:20 am

Hi,

I am running a 2 level logistic model in MLwiN on a Macbook Air with Virtual Box. I have 5 level 1 variables and 3 level 2 variables. The outcome variable has minimal missing data. One of the level 1 variables is missing 10% of its data, the rest minimal levels. All level 2 variables have complete data.

I am attempting to use REALCOM to impute the missing data. I have set it up for a burn in of 1000, and 10,000 updates. It is however very slow. At the current rate I can see it taking 10+ hours, possibly many more.

Ideally, I would just like to verify that the missing data in the one variable exerts minimal bias on the results to justify using a full case approach, given that I have many models to run. Can you make any suggestions on how to deal with this?

Also, should the outcome variable be included in the response variables if it has missing data, or the auxiliary variables if it does not?

Many thanks

Shane

Harvey Goldstein
Posts: 49
Joined: Sun Sep 06, 2009 5:30 pm

Re: Imputation very slow

Post by Harvey Goldstein » Fri Sep 27, 2013 10:08 am

Yes, REALCOM is slow. I don't see ant shortcut to going through the whole fitting process. All will be speeded up when STATJR starts operating in November. Re the response variable with missing values - I would put it in as a response in REALCOM.
Harvey Goldstein

shanekav
Posts: 36
Joined: Wed Feb 20, 2013 12:55 am

Re: Imputation very slow

Post by shanekav » Sat Sep 28, 2013 7:13 am

OK, thanks for your advice. I will keep an eye out for the STATJR release.

Shane

richardparker
Posts: 57
Joined: Fri Oct 23, 2009 1:49 pm

Re: Imputation very slow

Post by richardparker » Wed Apr 09, 2014 3:57 pm

Following on from this thread, if anyone else is interested in a faster means of performing multiple imputation for 2-level models with missing data, please see the newly-released 2LevelImpute Stat-JR template (and supporting Stat-JR eBook) downloadable from here:

http://www.bristol.ac.uk/cmm/software/s ... evelImpute

...this incorporates the existing REALCOM procedures, but provides a very much faster implementation.

Harvey Goldstein
Posts: 49
Joined: Sun Sep 06, 2009 5:30 pm

Re: Imputation very slow

Post by Harvey Goldstein » Thu Apr 10, 2014 2:17 pm

Yes - imputation can be slow. We are switching now to STATJR (see CMM web site) and a 2-level imputation module has just been put up there - use of this is free.
You should ideally put all variables in as responses.
Harvey Goldstein

shakespeare
Posts: 70
Joined: Thu Feb 14, 2013 11:12 pm

Re: Imputation very slow

Post by shakespeare » Thu Apr 10, 2014 2:28 pm

I've used Realcom successfully, but as you say, it's slow, so I'm interested in evaluating Stat-JR. Do I need WLWin? Can I get Stat-JR as part of the MLWin evaluation package? I'm primarily a SAS user. I also have Stata. How would I get my data into Stat-JR? Thanks.

richardparker
Posts: 57
Joined: Fri Oct 23, 2009 1:49 pm

Re: Imputation very slow

Post by richardparker » Thu Apr 10, 2014 5:18 pm

Hi - Stat-JR is distributed with MLwiN, and it isn't yet available as a trial version (see http://www.bristol.ac.uk/cmm/software/s ... er-statjr/ for details on how to order it).

Stat-JR works with data in Stata format (i.e. with a .dta extension), although you can upload your data as a .txt file too; see http://www.bristol.ac.uk/cmm/software/s ... dataformat for more info.

Best wishes,

Richard

shakespeare
Posts: 70
Joined: Thu Feb 14, 2013 11:12 pm

Re: Imputation very slow

Post by shakespeare » Thu Apr 10, 2014 6:11 pm

Thank you. Just to be clear, the evaluation copy of MLWin that expires after 30 days (shown here: http://www.bristol.ac.uk/cmm/software/m ... load/)does not come with Stat-JR, right? I work for a US nonprofit. What is my price?

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