[英]Cluster robust standard errors after multiple imputation using mice R package
I would like to compute cluster robust standard errors using a mids class object.我想使用 mids 类对象计算集群稳健标准误差。 This arise from multiple imputation of missing values in a column of my original data.这是由于在我的原始数据列中对缺失值进行了多次插补。 A minimal example below.下面是一个最小的例子。
library(mice)
y <- c(1,0,0,1,1,1,1,0)
x <- c(26, 34, 55, 15, 31 ,47, 97, 12)
z <- c(2, NA, 0, NA, 3 ,7,7, 5)
mydata <- as.data.frame(cbind(y,x,z))
tempData <- mice(mydata,m=5,maxit=5,meth='pmm',seed=500)
class(tempData)
# [1] "mids"
modelFit <- with(tempData,lm(y ~ x + z))
summary(modelFit)
At this point I would like to get the cluster robust standard errors.在这一点上,我想获得集群健壮的标准错误。 Unfortunately miceadds::lm.cluster does not allow "mids" class objects.不幸的是 mouseadds::lm.cluster 不允许“mids”类对象。
The function lm.cluster
in miceadds
is intended for regular data frames.该功能lm.cluster
在miceadds
适用于常规数据帧。 An example for an application to multiply imputed data is given in the documentation . 文档中给出了一个应用程序来乘以插补数据的示例。
Given below is a version adapted to your question.下面给出的是适合您问题的版本。 I used the first variables as a cluster indicator because your example didn't have one.我使用第一个变量作为集群指标,因为你的例子没有。
library(mice)
library(miceadds)
id <- c(1,0,0,1,1,1,1,0)
y <- c(26,34,55,15,31,47,97,12)
x <- c(2,NA,0,NA,3,7,7,5)
dat <- data.frame(id,y,x)
imp <- mice(dat, m=5, maxit=5, method='pmm', seed=500)
implist <- lapply(1:5, function(i) complete(imp,i))
mod <- lapply( implist, function(i){
lm.cluster( i, formula=y~x, cluster=i$id )
})
# extract parameters and covariance matrices
betas <- lapply(mod, coef)
vars <- lapply(mod, vcov)
# pool
summary(pool_mi( qhat=betas, u=vars ))
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