Advanced Handling of

Missing Data

One-day Workshop
Nicole Janz

[email protected]
Goals

•  Discuss types of missingness

•  Know advantages & disadvantages of

missing data methods

•  Learn multiple imputation

•  Practical: diagnose, visualize and handle

missing data in R

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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
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variable in a table
variable nmiss n propmiss

country 0 5568 0.00000000

year 0 5568 0.00000000
UN_FDI_flow 477 5568 0.08566810
US_fdi_electrical 1896 5568 0.34051724
US_fdi_machinery 1922 5568 0.34518678
US_fdi_transport 1968 5568 0.35344828
US_fdi_mining 3908 5568 0.70186782
US_fdi_services 3955 5568 0.71030891
US_fdi_petrol 4258 5568 0.76472701
US_fdi_utilities 4984 5568 0.89511494

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Proportions of missingness
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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

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Time series: number
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existing data

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 Heatmap per country-year
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variable

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yellow=missing
Why are my data
A SIMPLIFIED missing?
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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
A SIMPLIFIED missing?
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variable nmiss n propmiss

US_fdi_mining 3908 5568 0.70186782

US_fdi_petrol 4258 5568 0.76472701
US_fdi_utilities 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
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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 11

MAR: Missing at
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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

deletion introduces bias.
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MNAR: MissingBIVARIATE
A SIMPLIFIED not at Random
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
A SIMPLIFIED not at Random
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
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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
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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
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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) 17

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
A SIMPLIFIED 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 21
observation is missing
 Multiple Imputation
A SIMPLIFIED Techniques
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Figure: https://cran.r-project.org/web/packages/Amelia/vignettes/amelia.pdf
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Details on expectation maximization (EM) algorithm, see King et al. (2001).
 Combination ofBIVARIATE
A SIMPLIFIED results TEST GUIDE
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

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See King et al. (2001).
Multiple Imputation
A SIMPLIFIED 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
A SIMPLIFIED 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?
A SIMPLIFIED BIVARIATE TEST GUIDE

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
A SIMPLIFIED 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
A SIMPLIFIED BIVARIATE TEST GUIDE
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 Little's (1998) MCAR Dummy code
visualize missingness test missingness

Ad-hoc methods
Delete listwise Carry last Substitute Recode Predict from
or pairwise value forward with mean manually regression

Multiple imputation
Amelia II
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Multiple Imputation
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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
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•  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
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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). 34
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. 37
Thank you !
Nicole Janz

www.nicolejanz.de