Suppose I create 10 multiply-imputed datasets and use the (wonderful) MatchThem package in R to create weights for my exposure variable. The MatchThem package takes a mids
object and converts it to an object of the class winmids
.
My desired output is a mids
object - but with weights. I hope to pass this mids
object to BRMS as follows:
library(brms)
m0 <- brm_multiple(Y|weights(weights) ~ A, data = mids_data)
Open to suggestions.
EDIT: Noah's solution below will unfortunately not work.
The package's first author, Farhad Pishgar, sent me the following elegant solution. It will create a mids
object from a winmids
object. Thank you Farhad!
library(mice)
library(MatchThem)
#"weighted.dataset" is our .wimids object
#Extracting the original dataset with missing value
maindataset <- complete(weighted.datasets, action = 0)
#Some spit-and-polish
maindataset <- data.frame(.imp = 0, .id = seq_len(nrow(maindataset)), maindataset)
#Extracting imputed-weighted datasets in the long format
alldataset <- complete(weighted.datasets, action = "long")
#Binding them together
alldataset <- rbind(maindataset, alldataset)
#Converting to .mids
newmids <- as.mids(alldataset)
Additionally, for BRMS, I worked out this solution which instead creates a list of dataframes. It will work in fewer steps.
library("mice")
library("dplyr")
library("MatchThem")
library("brms") # for bayesian estimation.
# Note, I realise that my approach here is not fully Bayesian, but that is a good thing! I need to ensure balance in the exposure.
# impute missing data
data("nhanes2")
imp <- mice(nhanes2, printFlag = FALSE, seed = 0, m = 10)
# MathThem. This is just a fast method
w_imp <- weightthem(hyp ~ chl + age, data = imp,
approach = "within",
estimand = "ATE",
method = "ps")
# get individual data frames with weights
out <- complete(w_imp, action ="long", include = FALSE, mild = TRUE)
# assemble individual data frames into a list
m <- 10
listdat<- list()
for (i in 1:m) {
listdat[[i]] <- as.data.frame(out[[i]])
}
# pass the list to brms, and it runs as it should!
fit_1 <- brm_multiple(bmi|weights(weights) ~ age + hyp + chl,
data = listdat,
backend = "cmdstanr",
family = "gaussian",
set_prior('normal(0, 1)',
class = 'b'))
brm_multiple()
can take in a list of data frames for its data
argument. You can produce this from the wimids
object using complete()
. The output of complete()
with action = "all"
is a mild
object, which is a list of data frames, but this is not recognized by brm_multiple()
as such. So, you can just convert it to a list. This should look like the following:
df_list <- complete(mids_data, "all")
class(df_list) <- "list"
m0 <- brm_multiple(Y|weights(weights) ~ A, data = df_list)
Using complete()
automatically adds a weights
column to the resulting imputed data frames.