The R Journal: article published in 2019, volume 11:2

jomo: A Flexible Package for Two-level Joint Modelling Multiple Imputation
Matteo Quartagno, Simon Grund and James Carpenter , The R Journal (2019) 11:2, pages 205-228.

Abstract Multiple imputation is a tool for parameter estimation and inference with partially observed data, which is used increasingly widely in medical and social research. When the data to be imputed are correlated or have a multilevel structure — repeated observations on patients, school children nested in classes within schools within educational districts — the imputation model needs to include this structure. Here we introduce our joint modelling package for multiple imputation of multilevel data, jomo, which uses a multivariate normal model fitted by Markov Chain Monte Carlo (MCMC). Compared to previous packages for multilevel imputation, e.g. pan, jomo adds the facility to (i) handle and impute categorical variables using a latent normal structure, (ii) impute level-2 variables, and (iii) allow for cluster-specific covariance matrices, including the option to give them an inverse-Wishart distribution at level 2. The package uses C routines to speed up the computations and has been extensively validated in simulation studies both by ourselves and others.

Received: 2018-05-01; online 2019-08-17, supplementary material, (1.7 KiB)
CRAN packages: jomo, pan, norm, cat, mix, R2MLwiN, mitools, mice, semTools, BaBooN, mitml, Amelia, mi, lavaan.survey, dummies, nlme
CRAN Task Views implied by cited CRAN packages: MissingData, OfficialStatistics, SocialSciences, Multivariate, Psychometrics, Bayesian, ChemPhys, Econometrics, Environmetrics, Finance, Spatial, SpatioTemporal

This article and supplementary materials are licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2019-028,
  author = {Matteo Quartagno and Simon Grund and James Carpenter},
  title = {{jomo: A Flexible Package for Two-level Joint Modelling
          Multiple Imputation}},
  year = {2019},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2019-028},
  url = {https://doi.org/10.32614/RJ-2019-028},
  pages = {205--228},
  volume = {11},
  number = {2}
}