Fraction of missing information in multiple imputation

References

Load packages

library(mice)

Analysis

## Set seed
set.seed(20140619)
## Raw data
data(nhanes)
nhanes
##    age  bmi hyp chl
## 1    1   NA  NA  NA
## 2    2 22.7   1 187
## 3    1   NA   1 187
## 4    3   NA  NA  NA
## 5    1 20.4   1 113
## 6    3   NA  NA 184
## 7    1 22.5   1 118
## 8    1 30.1   1 187
## 9    2 22.0   1 238
## 10   2   NA  NA  NA
## 11   1   NA  NA  NA
## 12   2   NA  NA  NA
## 13   3 21.7   1 206
## 14   2 28.7   2 204
## 15   1 29.6   1  NA
## 16   1   NA  NA  NA
## 17   3 27.2   2 284
## 18   2 26.3   2 199
## 19   1 35.3   1 218
## 20   3 25.5   2  NA
## 21   1   NA  NA  NA
## 22   1 33.2   1 229
## 23   1 27.5   1 131
## 24   3 24.9   1  NA
## 25   2 27.4   1 186
## Impute
imp <- mice(nhanes)
## 
##  iter imp variable
##   1   1  bmi  hyp  chl
##   1   2  bmi  hyp  chl
##   1   3  bmi  hyp  chl
##   1   4  bmi  hyp  chl
##   1   5  bmi  hyp  chl
##   2   1  bmi  hyp  chl
##   2   2  bmi  hyp  chl
##   2   3  bmi  hyp  chl
##   2   4  bmi  hyp  chl
##   2   5  bmi  hyp  chl
##   3   1  bmi  hyp  chl
##   3   2  bmi  hyp  chl
##   3   3  bmi  hyp  chl
##   3   4  bmi  hyp  chl
##   3   5  bmi  hyp  chl
##   4   1  bmi  hyp  chl
##   4   2  bmi  hyp  chl
##   4   3  bmi  hyp  chl
##   4   4  bmi  hyp  chl
##   4   5  bmi  hyp  chl
##   5   1  bmi  hyp  chl
##   5   2  bmi  hyp  chl
##   5   3  bmi  hyp  chl
##   5   4  bmi  hyp  chl
##   5   5  bmi  hyp  chl
## Fit models for each imputed dataset
fit <- with(data = imp, exp = lm(bmi ~ hyp + chl))
## Pool results
poolFit <- pool(fit)
## Print: The FMI for each coefficient is shown.
poolFit
## Call: pool(object = fit)
## 
## Pooled coefficients:
## (Intercept)         hyp         chl 
##    21.97735    -0.60095     0.02799 
## 
## Fraction of information about the coefficients missing due to nonresponse: 
## (Intercept)         hyp         chl 
##      0.2373      0.2159      0.2855
## Summary
summary(poolFit)
##                  est      se      t    df Pr(>|t|)    lo 95    hi 95 nmis    fmi lambda
## (Intercept) 21.97735 4.50724  4.876 15.81 0.000174 12.41296 31.54175   NA 0.2373 0.1466
## hyp         -0.60095 1.97686 -0.304 16.52 0.764929 -4.78108  3.57918    8 0.2159 0.1264
## chl          0.02799 0.02245  1.247 14.23 0.232568 -0.02008  0.07607   10 0.2855 0.1916