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Multiple Imputations within a loop

To: "'s-news@lists.biostat.wustl.edu'" <s-news@lists.biostat.wustl.edu>
Subject: Multiple Imputations within a loop
From: Ken Nip <Ken.Nip@ogs.co.uk>
Date: Tue, 22 Apr 2003 18:01:51 +0100
The data set that I am looking at consists of thousands of n.samples-by-p.variables multivariate data sets containing missing data.  For each data set I would like to impute missing data using DA method, so I've decided to explore and use a loop.  Unfortunately, I am having not much of a success with DA within a large 'for' loop.  I am having convergence problem for the starting values (created by either bootstrap or parallel chains) at some point within the loop.  I have checked that it wasn't the case when I manually run DA on the data sets which caused the non-convergence. I wonder whether I shouldn't use DA within a loop at all or is there something else I should be made aware off.  Has anyone came across with a similar problem before? Any recommendations would be great.
 
Thanks in advance.
 
Ken Nip


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