Title: HANDLING MISSING DATA
Statistical modelling with missing data using multiple imputation and
inverse probability weighting
Presenter: Dr James Carpenter
Dates of Course: Monday 30th March - Wednesday 1st April 2009
Cost for three day course: £75 postgraduate students/£150 Academic staff
from higher education including notes, lunches, teas and coffees and a
Venue: Postgraduate Statistics Centre, Lancaster University (For more info
and costs for non-HE personnel see http://www.maths.lancs.ac.uk/missing-data )
This subsidised short course will provide an introduction to the issues
raised by missing data and statistical modelling with missing data. In
particular, participants will gain an understanding of multiple imputation
as a tool for handling missing data.
They will learn how to implement this method through a series of practical
computing exercises with example datasets in Stata and MLwiN.
The course will have a strong practical focus with six computer sessions to
consolidate the ideas presented in the lectures, and to gain experience with
the various methods.
Social Scientists, epidemiologists, biostatisticians and other researchers
with strong quantitative skills and substantial experience in statistical
analysis including familiarity with multivariable regression methods. During
computing practical sessions the participants will be provided with
computing code, solutions and assistance.
It is strongly recommended that participants are familiar with Stata, and to
a lesser extent MLwiN.
The main objectives of the course are:
* To introduce the key concepts underpinning the analysis of partially
observed data, together with a principled approach to the analysis;
* To explain the shortcomings of frequently used ad-hoc methods
* To introduce mulitple imputation, and gain familiarity with using the
ICE software in Stata for multiple imputation,
and the MLwiN software for multiple imputation, using simple and more
* To explore the role of sensitivity analysis, and methods for
performing approximate sensitivity analysis
* To introduce inverse probability weighting and doubly robust estimation.
The course will consist of 6 sessions, each of which comprises a 1-h lecture
followed by a short discussion and then a 1.5h computer practical. The key
topics covered will be:
* Session I: Introduction, issues raised by missing data, and towards a
* Session II: Shortcomings of ad-hoc methods; introduction to multiple
* Session III: Further issues in multiple imputation
* Session IV: Multilevel multiple imputation
* Session V: Sensitivity analysis
* Session VI: Inverse probability weighting and doubly robust estimation.
Computer workshops will enable course participants to put the methods into
practice. The course will use the packages Stata (80%) and Mlwin (20%).
Participants will receive written course notes.
James Carpenter is a Reader in Medical and Social Statistics at the London
School of Hygiene & Tropical Medicine (University of London). His main
research interest is missing data, and developing and applying multiple
imputation. He has led missing data courses in the UK and abroad, including
under the ESRC's Researcher Development Initiative.
* Participants would benefit from reviewing the introductory material on
www.missingdata.org.uk (under Getting Started)
* See also Kenward, M. and Carpenter, J (2007): Muliple Imputation:
Current perspectives. Statistical Methods in Medical Research, 16,