I have a dataset with survival data and a few missing covariates. I've successfully applied the mice-package to imputate m-numbers of datasets using the mice()
function, created an imputationList
object and applied a Cox PH model on each m-dataset. Subsequently I'ved pooled the results using the MIcombine()
function. This leads to my question:
How can I get a p-value for the pooled estimates for each covariate? Are they hidden somewhere within the MIcombine
object?
I understand that p-values isn't everything, but reporting estimates and confidence intervals without corresponding p-values seems weird to me. I'm able to calculate an aprox. p-value from the confidence intervals using e.g. the formula provided by Altman, but this seems overly complicated. I've searched around for an answer, but I can't find anyone even mentioning this problem. Am I overlooking something obvious?
E.g.:
library(survival)
library(mice)
library(mitools)
test1 <- as.data.frame(list(time=c(4,3,1,1,2,2,3,5,2,4,5,1),
status=c(1,1,1,0,1,1,0,0,1,1,0,0),
x=c(0,2,1,1,NA,NA,0,1,1,2,0,1),
sex=c(0,0,0,0,1,1,1,1,NA,1,0,0)))
dat <- mice(test1,m=10)
mit <- imputationList(lapply(1:10,complete,x=dat))
models <- with(mit,coxph(Surv(time, status) ~ x + strata(sex)))
summary(MIcombine(models))
I've tried to sort through the structure of the MIcombine object, but as of yet no luck in finding a p-value.
After Multiple Imputation has been performed, the next steps are to apply statistical tests in each imputed dataset and to pool the results to obtain summary estimates. In SPSS and R these steps are mostly part of the same analysis step.
Rubin´s Rules (RR) are designed to pool parameter estimates, such as mean differences, regression coefficients, standard errors and to derive confidence intervals and p-values. We illustrate RR with a t-test example in 3 generated multiple imputed datasets in SPSS.
MICE assumes that the missing data are Missing at Random (MAR), which means that the probability that a value is missing depends only on observed value and can be predicted using them. It imputes data on a variable by variable basis by specifying an imputation model per variable.
models <- with(dat,coxph(Surv(time, status) ~ x + strata(sex)))
summary(pool(models))
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With