Multiple imputation of missing values: Update of ice
Patrick Royston
Cancer Group
MRC Clinical Trials Unit
222 Euston Road
London NW1 2DA
UK
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Abstract. Royston (2004) introduced mvis, an implementation for Stata of MICE, a
method of multiple multivariate imputation of missing values under
missing-at-random (MAR) assumptions. In a second article, Royston (2005)
described ice, an upgrade incorporating various improvements and changes to
the software based on personal experience, discussion with colleagues, and
user requests. This article describes an update to ice. The changes are
less substantial but nevertheless important enough to warrant a brief
explanation. The major modification is that the default method of imputing
missing values in ice is now by sampling from the posterior predictive
distribution rather than by predicted mean matching.
The ice system comprises five ado-files: ice,
micombine, mijoin, misplit, and uvis. The last
three programs have not been changed and are included in the present release
for the sake of completeness.
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Patrick Royston
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