[R] Is there a good package for multiple imputation of missing values in R?

[Frank E Harrell Jr]

Robert A. LaBudde wrote:
> I'm looking for a package that has a start-of-the-art method of 
> imputation of missing values in a data frame with both continuous and 
> factor columns.
> 
> I've found transcan() in 'Hmisc', which appears to be possibly suited to 
> my needs, but I haven't been able to figure out how to get a new data 
> frame with the imputed values replaced (I don't have Herrell's book).
> 
> Any pointers would be appreciated.
> ================================================================
> Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
> Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
> 824 Timberlake Drive                     Tel: 757-467-0954
> Virginia Beach, VA 23464-3239            Fax: 757-467-2947
> 
> "Vere scire est per causas scire"
> 

In Hmisc the aregImpute function works much better than transcan for 
multiple imputation.  The fit.mult.impute function will draw the imputed 
values to fit a regression model multiple times and average the 
regression coefficient estimates.  Type ?aregImpute to find out how to 
get an imputed dataset if not using fit.mult.impute.

Frank

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University