Anomaly when imputing a Normal response
Posted: Tue Mar 04, 2014 9:17 pm
Hi,
I'm faced with an unusual situation. I have used Realcom to impute one (hierarchical) Normally distributed variable (mean 200, 95%CI: 25 to 650, and no negative values). After imputation, I checked the imputed values and found that a substantial number of them were negative and very far from zero, such as -3000 or -2000 (!). Since the variable was approx Normal and sample size>5000, I found this very strange. I computed multilevel MICE in R (using the same imputation model), and the imputed values were well within the range of the observed values.
Potential candidates that may have caused the problem in Realcom:
1- I have only 5 clusters (level-2 identifier). Although this did not cause any problem for multilevel MICE.
2- The variables included in the model do not explain much of the missingness. In other words, is Realcom more sensitive to misspecification than multivel MICE?
3- Any computational issue? I have considered burnin=1000, no. of imputations=50, MCMC iterations=10,000.
Which of these may have caused the problem? Any other suspicion?
Many thanks, Manny
I'm faced with an unusual situation. I have used Realcom to impute one (hierarchical) Normally distributed variable (mean 200, 95%CI: 25 to 650, and no negative values). After imputation, I checked the imputed values and found that a substantial number of them were negative and very far from zero, such as -3000 or -2000 (!). Since the variable was approx Normal and sample size>5000, I found this very strange. I computed multilevel MICE in R (using the same imputation model), and the imputed values were well within the range of the observed values.
Potential candidates that may have caused the problem in Realcom:
1- I have only 5 clusters (level-2 identifier). Although this did not cause any problem for multilevel MICE.
2- The variables included in the model do not explain much of the missingness. In other words, is Realcom more sensitive to misspecification than multivel MICE?
3- Any computational issue? I have considered burnin=1000, no. of imputations=50, MCMC iterations=10,000.
Which of these may have caused the problem? Any other suspicion?
Many thanks, Manny