MI_missRanger — MI_missRanger • MissImp

MI_missRanger is a function of multiple imputation with missRanger method.

In missRanger_mod_draw, for a certain prediction, instead of taking average of the prediction result from each tree of the random forest, during the last iteration, we draw one result from the empirical distribution constructed by predictions of trees. The other steps of the imputation are identical as those of missRanger from 'missRanger' package.

MI_missRanger takes all the imputation results from missRanger_mod_draw and combine them with Rubin's Rule to generate the final imputed data set.

MI_missRanger(
  data,
  formula = . ~ .,
  pmm.k = 0L,
  maxiter = 10L,
  seed = NULL,
  verbose = 1,
  returnOOB = FALSE,
  case.weights = NULL,
  col_cat = c(),
  num_mi = 5,
  ...
)

Arguments

data: A data.frame or tibble with missing values to impute.
formula: A two-sided formula specifying variables to be imputed (lef hand side) and variables used to impute (right hand side). Defaults to . ~ ., i.e. use all variables to impute all variables. If e.g. all variables (with missings) should be imputed by all variables except variable "ID", use . ~ . - ID. Note that a "." is evaluated separately for each side of the formula. Further note that variables with missings must appear in the left hand side if they should be used on the right hand side.
pmm.k: Number of candidate non-missing values to sample from in the predictive mean matching steps. 0 to avoid this step.
maxiter: Maximum number of chaining iterations.
seed: Integer seed to initialize the random generator.
verbose: Controls how much info is printed to screen. 0 to print nothing. 1 (default) to print a "." per iteration and variable, 2 to print the OOB prediction error per iteration and variable (1 minus R-squared for regression). Furthermore, if verbose is positive, the variables used for imputation are listed as well as the variables to be imputed (in the imputation order). This will be useful to detect if some variables are unexpectedly skipped.
returnOOB: Logical flag. If TRUE, the final average out-of-bag prediction error is added to the output as attribute "oob". This does not work in the special case when the variables are imputed univariately.
case.weights: Vector with non-negative case weights.
col_cat: Indices of categorical columns
num_mi: Number of multiple imputation
...: Arguments passed to ranger(). If the data set is large, better use less trees (e.g. num.trees = 20) and/or a low value of sample.fraction. The following arguments are e.g. incompatible with ranger: write.forest, probability, split.select.weights, dependent.variable.name, and classification.

Value

ximp Final imputed dataset. ximp.disj Final disjunctive imputed dataset. ls_imputations List of imputed dataset from multiple imputation. ls_imputations.disj List of disjunctive imputed dataset from multiple imputation.