NORCSuite_Impute: Two-Way Search Hot-Deck Imputation Macro Using SAS IML

• Activity Number: 626
• Type: Contributed
• Date/Time: Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
• Sponsor: Section on Survey Research Methods
• Author(s): Fang Wang*+ and Steven Pedlow and Yongyi Wang
• Companies: NORC and NORC and NORC
• Keywords: hot-deck imputation ; two-way search ; donor use limit ; number of donors

Abstract

Traditional hot-deck imputation macros utilize SAS arrays and data steps. They keep only one nearest donor above the recipient in the sort order in the memory without limiting the number of times that a donor can be used. The new NORCSuite Impute macro using SAS IML has the following new functionalities: 1) a two-way search (above and below) algorithm that selects the global nearest donor without violating the user-specified donor use limit to control imputation bias; and 2) the number of donors kept in memory is raised automatically to avoid violating the donor use limit, and to minimize the underestimation of data variance inherent in hot-deck. The new macro also supports serpentine sorting using multiple sort variables with different variable types, imputing a set of variables together, and applying unequal donor use limits to different subsets of the data. In this paper, we will compare our new and previous hot deck imputation macros in terms of mean, variance (the amount of underestimation) and imputation bias.