MICE: Multivariate Imputation by Chained Equations in R

Multivariate Imputation by Chained Equations (MICE) is the name of software for imputing incomplete multivariate data by Fully Conditional Specification (FCS). MICE V1.0 appeared in the year 2000 as an S-PLUS library, and in 2001 as an R package. MICE V1.0 introduced predictor selection, passive imputation and automatic pooling. This article presents MICE V2.0, which extends the functionality of MICE V1.0 in several ways. In MICE V2.0, the analysis of imputed data is made completely general, whereas the range of models under which pooling works is substantially extended. MICE V2.0 adds new functionality for imputing multilevel data, automatic predictor selection, data handling, post-processing imputed values, specialized pooling and model selection. Imputation of categorical data is improved in order to bypass problems caused by perfect prediction. Special attention to transformations, sum scores, indices and interactions using passive imputation, and to the proper setup of the predictor matrix. MICE V2.0 is freely available from CRAN as an R package mice. This article provides a hands-on, stepwise approach to using mice for solving incomplete data problems in real data.