Imputation using Partial Least Squares for Dimension Reduction

This function imputes a variable with missing values using PLS regression (Mevik & Wehrens, 2007) for a dimension reduction of the predictor space.

mice.impute.pls(y, ry, x, type, pls.facs=NULL,
   pls.impMethod="pmm", donors=5, pls.impMethodArgs=NULL, pls.print.progress=TRUE,
   imputationWeights=rep(1, length(y)), pcamaxcols=1E+09,
   min.int.cor=0, min.all.cor=0, N.largest=0, pls.title=NULL, print.dims=TRUE,
   pls.maxcols=5000, use_boot=FALSE, envir_pos=NULL, extract_data=TRUE,
   remove_lindep=TRUE, derived_vars=NULL, ...)

mice.impute.2l.pls2(y, ry, x, type, pls.facs=NULL, pls.impMethod="pmm",
   pls.print.progress=TRUE, imputationWeights=rep(1, length(y)), pcamaxcols=1E+09,
   tricube.pmm.scale=NULL, min.int.cor=0, min.all.cor=0, N.largest=0,
   pls.title=NULL, print.dims=TRUE, pls.maxcols=5000, envir_pos=parent.frame(), ...)

Arguments

y	Incomplete data vector of length n
ry	Vector of missing data pattern (FALSE -- missing, TRUE -- observed)
x	Matrix (n x p) of complete covariates.
type	type=1 -- variable is used as a predictor, type=4 -- create interactions with the specified variable with all other predictors, type=5 -- create a quadratic term of the specified variable type=6 -- if some interactions are specified, ignore the variables with entry 6 when creating interactions type=-2 -- specification of a cluster variable. The cluster mean of the outcome y (when eliminating the subject under study) is included as a further predictor in the imputation.
pls.facs	Number of factors used in PLS regression. This argument can also be specified as a list defining different numbers of factors for all variables to be imputed.
pls.impMethod	Imputation method used for in PLS estimation. Any imputation method can be used except if imputationWeights is provided. Imputation weights are available for norm and pmm. Categorical variables can be imputed with the method catpmm (see mice.impute.catpmm). For the method catpmm, multivariate PLS regression is employed for dummy-coded categories of the outcome variable. The method xplsfacs creates only PLS factors of the regression model.
donors	Number of donors if predictive mean matching is used (pls.impMethod="pmm").
pls.impMethodArgs	Arguments for imputation method pls.impMethod.
pls.print.progress	Print progress during PLS regression.
imputationWeights	Vector of sample weights to be used in imputation models.
pcamaxcols	Amount of variance explained by principal components (must be a number between 0 and 1) or number of factors used in PCA (an integer larger than 1).
min.int.cor	Minimum absolute correlation for an interaction of two predictors to be included in the PLS regression model
min.all.cor	Minimum absolute correlation for inclusion in the PLS regression model.
N.largest	Number of variable to be included which do have the largest absolute correlations.
pls.title	Title for progress print in console output.
print.dims	An optional logical indicating whether dimensions of inputs should be printed.
pls.maxcols	Maximum number of interactions to be created.
use_boot	Logical whether Bayesian bootstrap should be used for drawing regression parameters
envir_pos	Position of the environment from which the data should be extracted.
extract_data	Logical indicating whether input data should be extracted from parent environment within mice::mice routine
remove_lindep	Logical indicating whether linear dependencies should be automatically detected and some predictors are removed
derived_vars	Optional list containing formulas with derived variables for inclusion in PLS dimension reduction
...	Further arguments to be passed.
tricube.pmm.scale	Scale factor for tricube PMM imputation.

Value

A vector of length nmis=sum(!ry) with imputations if pls.impMethod !="xplsfacs". In case of pls.impMethod=="xplsfacs" a matrix with PLS factors is computed.

References

Mevik, B. H., & Wehrens, R. (2007). The pls package: Principal component and partial least squares regression in R. Journal of Statistical Software, 18, 1-24. doi: 10.18637/jss.v018.i02

Note

The mice.impute.2l.pls2 function is just included for reasons of backward compatibility to former miceadds versions.

Examples

if (FALSE) {
#############################################################################
# EXAMPLE 1: PLS imputation method for internet data
#############################################################################

data(data.internet)
dat <- data.internet

# specify predictor matrix
predictorMatrix <- matrix( 1, ncol(dat), ncol(dat) )
rownames(predictorMatrix) <- colnames(predictorMatrix) <- colnames(dat)
diag( predictorMatrix) <- 0

# use PLS imputation method for all variables
impMethod <- rep( "pls", ncol(dat) )
names(impMethod) <- colnames(dat)

# define predictors for interactions (entries with type 4 in predictorMatrix)
predictorMatrix[c("IN1","IN15","IN16"),c("IN1","IN3","IN10","IN13")] <- 4
# define predictors which should appear as linear and quadratic terms (type 5)
predictorMatrix[c("IN1","IN8","IN9","IN10","IN11"),c("IN1","IN2","IN7","IN5")] <- 5

# use 9 PLS factors for all variables
pls.facs <- as.list( rep( 9, length(impMethod) ) )
names(pls.facs) <- names(impMethod)
pls.facs$IN1 <- 15   # use 15 PLS factors for variable IN1

# choose norm or pmm imputation method
pls.impMethod <- as.list( rep("norm", length(impMethod) ) )
names(pls.impMethod) <- names(impMethod)
pls.impMethod[ c("IN1","IN6")] <- "pmm"

# some arguments for imputation method
pls.impMethodArgs <- list( "IN1"=list( "donors"=10 ),
                           "IN2"=list( "ridge2"=1E-4 ) )

# Model 1: Three parallel chains
imp1 <- mice::mice(data=dat, method=impMethod,
     m=3, maxit=5, predictorMatrix=predictorMatrix,
     pls.facs=pls.facs, # number of PLS factors
     pls.impMethod=pls.impMethod,  # Imputation Method in PLS imputation
     pls.impMethodArgs=pls.impMethodArgs, # arguments for imputation method
     pls.print.progress=TRUE, ls.meth="ridge" )
summary(imp1)

# Model 2: One long chain
imp2 <- miceadds::mice.1chain(data=dat, method=impMethod,
     burnin=10, iter=21, Nimp=3, predictorMatrix=predictorMatrix,
     pls.facs=pls.facs, pls.impMethod=pls.impMethod,
     pls.impMethodArgs=pls.impMethodArgs, ls.meth="ridge" )
summary(imp2)

# Model 3: inclusion of additional derived variables

# define derived variables for IN1
derived_vars <- list( "IN1"=~I( ifelse( IN2>IN3, IN2, IN3 ) ) + I( sin(IN2) ) )

imp3 <- miceadds::mice.1chain(data=dat, method=impMethod, derived_vars=derived_vars,
     burnin=10, iter=21, Nimp=3, predictorMatrix=predictorMatrix,
     pls.facs=pls.facs, pls.impMethod=pls.impMethod,
     pls.impMethodArgs=pls.impMethodArgs, ls.meth="ridge" )
summary(imp3)

#*** example for using imputation function at the level of a variable

# extract first imputed dataset
imp1 <- mice::complete(imp1, action=1)
data_imp1[ is.na(dat$IN1), "IN1" ] <- NA

# define variables
y <- data_imp1$IN1
x <- data_imp1[, -1 ]
ry <- ! is.na(y)
cn <- colnames(dat)
p <- ncol(dat)
type <- rep(1,p)
names(type) <- cn
type["IN1"] <- 0

# imputation of variable 'IN1'
imp0 <- miceadds::mice.impute.pls(y=y, x=x, ry=ry, type=type, pls.facs=10, pls.impMethod="norm",
             ls.meth="ridge", extract_data=FALSE )
}