I am a physician-researcher in Los Angeles and have been in communication
with Yang Yuan from the SAS Institute regarding a complicated question
regarding the new PROC MI procedure in SAS for imputing missing values.  He
referred me to your imputation group.

I have a technical question regarding the PROC MI procedure that I'm
wondering if you may be able to assist with.  I am trying to impute values
for certain variables within a weighted (i.e. complex sampling design with
probability weights for each observation) database entitled the National
Automotive Sampling System (NASS).  Because PROC MI cannot take a "weight"
command, I have been trying to find a technique to get around this problem.
The following details the technique which I plan to use to produce a valid
database with imputed values through SAS.

        Write code such that every non-integer probability weight (e.g. 0.10) would
be used as a probability of a given observation being included in the final
database.  Following this, 10 databases would be created from the original
database, each with a slightly different make-up of observations based on
the probability of the cases with non-integer weights being included.  This
technique would allow the sample size to remain constant, with integer-based
observations, without the need for weight adjustment.  For each of these 10
databases, we would run PROC MI (nimpu=10), producing an additional 10
databases for each one of the 10 datasets we had created.  The _imputation_
variable would be coded such that the final 100 databases could be
recognized by _imputation_ number 1-100.  PROC MIANALYZE would then be used
to combine the analysis from each of the 100 datasets.

        Does this technique seem plausible and valid?  Also, if the databases
differ slightly in total observation number, will PROC MIANALYZE have
difficulty combining results?  Do you have any further suggestions?

        I appreciate any assistance you may be able to provide.  Thank you.

Craig

Craig D. Newgard, MD,MPH
Research Fellow
Department of Emergency Medicine
Harbor-UCLA Medical Center
1000 West Carson Street, Box 21
Torrance, CA 90509
(310)222-3666 (Office)
(310)782-1763 (Fax)
[EMAIL PROTECTED]



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