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Re: Multiple imputation in cox regression

To: s-news@lists.biostat.wustl.edu
Subject: Re: Multiple imputation in cox regression
From: rfrancois@mango-solutions.com
Date: Fri, 24 Nov 2006 12:42:12 +0000
Cc: roch.giorgi@ap-hm.fr
In-reply-to: <E1GnZbJ-0004n8-DP@colo13.ukhost4u.com>
References: <E1GnZbJ-0004n8-DP@colo13.ukhost4u.com>
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Dear all,

I have to analyse survival using Cox regression. There is some missing
covariates in my data set and I would like to perform multiple imputation.
The MICE package doesn't allows to combine multiple imputation for a Cox
model.
Is there an SPLUS/R code to do this?

Regards,

Roch

Hi,

In R you can do the imputation part using mice and then fit the models and pool them using the package mitools. mitools has a nice vignette that explains how to use it.

R> require(mitools)
R> vignette("smi")

R> # (almost) from ?coxph
R> test2 <- data.frame(
                start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8),
                stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17),
                event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0),
                x    =c(1, 0, NA, 1, NA, 1, 1, 1, 0, 0) )

# using mice to impute
R> mi <- mice( test2  )
# prepare the data for mitools

R> mit <- imputationList( lapply( 1:5, complete, x = mi ) )

# run the models
R> models <- with( mit, coxph( Surv(start, stop, event)~x ) )

# combine them
R>  MIcombine( models )
Multiple imputation results:
      with.imputationList(mit, coxph(Surv(start, stop, event) ~ x))
      MIcombine.default(models)
     results        se
x -0.4694952 0.9454943

R>  summary( MIcombine( models ) )
Multiple imputation results:
      with.imputationList(mit, coxph(Surv(start, stop, event) ~ x))
      MIcombine.default(models)
     results        se    (lower   upper) missInfo
x -0.4694952 0.9454943 -2.328277 1.389286     10 %


Cheers,

Romain

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Mango Solutions
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_____________________________________________________
  Roch GIORGI, MD, PhD
  Service de Santé Publique et d'Information Médicale
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