Rubin“s Rules (RR) are designed to pool parameter estimates, such as mean differences, regression coefficients, standard errors and to derive confidence intervals and p-values. The standard errors of the multiple imputation solution are slightly smaller than in the complete-case analysis.
# Examples
# impute missing data, analyse and pool using the classic MICE workflow
library(mice)
##
## Attaching package: 'mice'
## The following object is masked from 'package:stats':
##
## filter
## The following objects are masked from 'package:base':
##
## cbind, rbind
imp <- mice(nhanes, maxit = 2, m = 2)
##
## iter imp variable
## 1 1 bmi hyp chl
## 1 2 bmi hyp chl
## 2 1 bmi hyp chl
## 2 2 bmi hyp chl
fit <- with(data = imp, exp = lm(bmi ~ hyp + chl))
summary(pool(fit))
## term estimate std.error statistic df p.value
## 1 (Intercept) 21.68958724 6.3605374 3.4100243 1.575945 0.1052522
## 2 hyp -0.48166025 2.6607294 -0.1810256 4.215992 0.8647196
## 3 chl 0.02680028 0.0240484 1.1144309 4.237083 0.3242825
fit2 <- ( lm(bmi ~ hyp + chl,data = nhanes ))
summary( (fit2))
##
## Call:
## lm(formula = bmi ~ hyp + chl, data = nhanes)
##
## Residuals:
## Min 1Q Median 3Q Max
## -6.425 -3.296 0.035 3.123 7.632
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 20.10564 5.70716 3.523 0.00551 **
## hyp -0.68459 3.39596 -0.202 0.84428
## chl 0.03783 0.03054 1.239 0.24370
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.66 on 10 degrees of freedom
## (12 observations deleted due to missingness)
## Multiple R-squared: 0.143, Adjusted R-squared: -0.02846
## F-statistic: 0.834 on 2 and 10 DF, p-value: 0.4624
# missing exist