Course 4: Applied Multiple Imputation

Lecturers: Dr. Ferdinand Geissler, Dr. Jan Paul Heisig

Date: 6-10 August 2018
Time: 09:00-13:00, 14:00-16:00

Short Course Description:

Missing data are a pervasive problem in the social sciences. Data for a given unit may be missing entirely, for example, because a sampled respondent refused to participate in a survey (survey nonresponse). Alternatively, information may be missing only for a subset of variables (item nonresponse), for example, because a respondent refused to answer some of the questions in a survey. The traditional way of dealing with item nonresponse, referred to as “complete case analysis” (CCA) or “listwise deletion”, excludes every observation with missing information from the analysis. While easy to implement, complete case analysis is wasteful and can lead to biased estimates. Multiple imputation (MI) seeks to address these issues and provides more efficient and unbiased estimates when certain conditions are met. Therefore, it is increasingly replacing CCA as the method of choice for dealing with item nonresponse in applied quantitative work in the social sciences.

The goals of the course are to introduce participants to the basic concepts and statistical foundations of missing data analysis and MI, and to enable them to use MI in their own work. The course puts heavy emphasis on the practical application of MI and on the complex decisions and challenges that researchers are facing in its course. The focus is on MI using iterated chained equations (aka “fully conditional specification”) and its implementation in the software package Stata. Participants should have a good working knowledge of Stata to follow the applied parts of the course and to successfully master the exercises. Participants who are not familiar with Stata may still benefit from the course, but will likely find the exercises quite challenging.

Course Prerequisites:

  • Experience in the analysis of quantitative data 
  • Good knowledge of regression analysis
  • Good working knowledge of Stata 
  • Basic understanding of probability theory and sampling

Target Group:

Participants will find the course useful if they:

  • use survey or other types of quantitative data and want to learn about MI as an alternative to CCA; 
  • are already using MI but want to gain a better understanding of the underlying assumptions, of current best practice recommendations, and/or of how to solve specific problems that arise in its application (e.g., imputation diagnostics, convergence problems, imputation of transformed variables such as interactions, imputation of hierarchical data).

Course and Learning Objectives:

By the end of the course participants will:

  • understand basic concepts of missing data analysis such as “missing at random”;
  • be familiar with different approaches of how to handle item nonresponse and with their advantages and drawbacks;
  • have a solid understanding of the main assumptions and statistical theory underlying MI and of the main steps of an analysis involving MI (imputation, diagnostics, and analysis);
  • know how to implement MI using chained equations in Stata;
  • know how to deal with various (Stata-specific and general) practical complications that arise in the application of MI using chained equations. 

Organizational Structure of the Course:

The course will feature four hours of classroom instruction and two hours of hands-on exercises and/or group work each day. Exercises and group work will usually take place in the afternoon and the lecturers will be present to answer questions and provide assistance.

Lecturers will also be available for individual consultations during the group work/exercise sessions. This opportunity could be used to further discuss specific questions and issues that could not be addressed sufficiently in class, including questions that relate to ongoing research projects of participants. Participants interested in individual consultations concerning their ongoing projects are encouraged to contact the lecturers before the course and to provide a short description of the issues they would like to discuss.

Software and Hardware Requirements:

None. This course takes place in a computer lab. GESIS will provide participants with access to the statistical software package used in the course (i.e., Stata) as well as other packages (e.g., SPSS, Mplus, R). Participants who want to bring their own laptop to follow the examples and work on the exercises need to have a recent version of Stata installed (ideally 13 or higher).