optmatch (version 0.9-10)

fill.NAs: Create missingness indicator variables and non-informatively fill in missing values

Description

Given a data.frame or formula and data, fill.NAs() returns an expanded data frame, including a new missingness flag for each variable with missing values and replacing each missing entry with a value representing a reasonable default for missing values in its column. Functions in the formula are supported, with transformations happening before NA replacement. The expanded data frame is useful for propensity modeling and balance checking when there are covariates with missing values.

Usage

fill.NAs(x, data = NULL, all.covs = FALSE, contrasts.arg = NULL)

Arguments

x

Can be either a data frame (in which case the data argument should be NULL) or a formula (in which case data must be a data.frame)

data

If x is a formula, this must be a data.frame. Otherwise it will be ignored.

all.covs

Should the response variable be imputed? For formula x, this is the variable on the left hand side. For data.frame x, the response is considered the first column.

contrasts.arg

(from model.matrix) A list, whose entries are values (numeric matrices or character strings naming functions) to be used as replacement values for the contrasts replacement function and whose names are the names of columns of data containing factors.

Value

A data.frame with all NA values replaced with mean values and additional indicator columns for each column including missing values. Suitable for directly passing to lm or other model building functions to build propensity scores.

Details

fill.NAs prepares data for use in a model or matching procedure by filling in missing values with minimally invasive substitutes. Fill-in is performed column-wise, with each column being treated individually. For each column that is missing, a new column is created of the form “ColumnName.NA” with indicators for each observation that is missing a value for “ColumnName”. Rosenbaum and Rubin (1984, Sec. 2.4 and Appendix B) discuss propensity score models using this data structure.

The replacement value used to fill in a missing value is simple mean replacement. For transformations of variables, e.g. y ~ x1 * x2, the transformation occurs first. The transformation column will be NA if any of the base columns are NA. Fill-in occurs next, replacing all missing values with the observed column mean. This includes transformation columns.

Data can be passed to fill.NAs in two ways. First, you can simply pass a data.frame object and fill.NAs will fill every column. Alternatively, you can pass a formula and a data.frame. Fill-in will only be applied to columns specifically used in the formula. Prior to fill-in, any functions in the formula will be expanded. If any arguments to the functions are NA, the function value will also be NA and subject to fill-in.

By default, fill.NAs does not impute the response variable. This is to encourage more sophisticated imputation schemes when the response is a treatment indicator in a matching problem. This behavior can be overridden by setting all.covs = TRUE.

References

Rosenbaum, Paul R. and Rubin, Donald B. (1984) ‘Reducing Bias in Observational Studies using Subclassification on the Propensity Score,’ Journal of the American Statistical Association, 79, 516 -- 524.

Von Hipple, Paul T. (2009) ‘How to impute interactions, squares, and other transformed variables,’ Sociological Methodology, 39(1), 265 -- 291.

See Also

match_on, lm

Examples

# NOT RUN {
data(nuclearplants)
### Extract some representative covariates:
np.missing <- nuclearplants[c('t1', 't2', 'ne', 'ct', 'cum.n')]

 ### create some missingness in the covariates
 n <- dim(np.missing)[1]
 k <- dim(np.missing)[2]

 for (i in 1:n) {
   missing <- rbinom(1, prob = .1, size = k)
   if (missing > 0) {
     np.missing[i, sample(k, missing)] <- NA
   }
 }

### Restore outcome and treatment variables:
np.missing <- data.frame(nuclearplants[c('cost', 'pr')], np.missing)

### Fit a propensity score but with missing covariate data flagged
### and filled in, as in Rosenbaum and Rubin (1984, Appendix):
np.filled <- fill.NAs(pr ~ t1 * t2, np.missing)
# Look at np.filled to establish what missingness flags were created
head(np.filled)
(np.glm <- glm(pr ~ ., family=binomial, data=np.filled))
(glm(pr ~ t1 + t2 + `t1:t2` + t1.NA + t2.NA,
                family=binomial, data=np.filled))
# In a non-interactive session, the following may help, as long as
# the formula passed to `fill.NAs` (plus any missingness flags) is
# the desired formula for the glm.
(glm(formula(terms(np.filled)), family=binomial, data=np.filled))

### produce a matrix of propensity distances based on the propensity model
### with fill-in and flagging. Then perform pair matching on it:
pairmatch(match_on(np.glm, data=np.filled), data=np.filled)

## fill NAs without using treatment contrasts by making a list of contrasts for
## each factor ## following hints from https://stackoverflow.com/a/4569239/161808

np.missing$t1F<-factor(np.missing$t1)
cov.factors <- sapply(np.missing[,c("t1F","t2")],is.factor)
cov.contrasts <- lapply(
  np.missing[,names(cov.factors)[cov.factors],drop=FALSE],
  contrasts, contrasts = FALSE)

## make a data frame filling the missing covariate values, but without
## excluding any levels of any factors
np.noNA2<-fill.NAs(pr~t1F+t2,data=np.missing,contrasts.arg=cov.contrasts)

# }