Multiple imputation by chained equations Sample Clauses

Multiple imputation by chained equations. Let the hypothetically complete data Z be a partially observed random draw from a multivariate distribution f (Z|θ). We assume that the multivariate distribution of Z is completely specified by the unknown parameters θ. The standard MICE algorithm obtains a posterior distribution of θ by sampling iteratively from conditional distributions of the form f (Z1|Z−1, θ1), ..., f (Zl|Z−l, θl). Note that the parameters θ1, ..., θl are specific to the conditional densities, which might not determine the unique ’true’ joint distribution f (Z|θ). To be specific, MICE starts with a simple imputation, such as imputing the mean, for every missing value in the data set. Initial values are denoted by Z(0), ..., Z(0). Then
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