Ben, the mice() function detects multicollinearity, and solves the prob- lem by removing one or more predictors for the matrix. Each removal is noted in the loggedEvents element of the mids object. For example,
imp <- mice(cbind(nhanes, chl2 = 2 * nhanes$chl),
print = FALSE)
imp$loggedEvents
informs us that the duplicate variable chl2 was removed before iteration. The algorithm also detects multicollinearity during iterations.
Another measure to control the algorithm is the ridge parameter. The ridge parameter is specified as an argument to mice(). Setting ridge=0.001 or ridge=0.01 makes the algorithm more robust at the expense of bias.
At the terminal node, we can apply a simple method like mice.impute.sample() that does not need any predictors for itself.
This information is taken from the book Flexible Imputation of Missing Data by Stef van Buuren, p. 129