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Re: st: Missing Values


From   Fred Wolfe <fwolfe@arthritis-research.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Missing Values
Date   Tue, 08 Jul 2003 07:08:13 -0500

At 05:10 PM 7/7/2003 -0700, you wrote:
Does Stata have any way to impute missing values using expectation
maximization (EM), or a multiple imputation approach?
Alan Acock
findit impute identifies the following multiple imputation methods:

STB-54 sg116.1 . . . . . . . . . . . . . . . . Update to hotdeck imputation
(help hotdeck if installed) . . . . . . . . A. Mander and D. Clayton
3/00 p.26; STB Reprints Vol 9, p.199
options added for allowing input of datasets imputed by
other programs and controlling the random number seed

This is a multiple imputation program that works nicely in Stata

STB-45 sg92 . . . Logistic regression for data including multiple imputations
(help implogit if installed) . . . . . . . . . . . . . . . . . C. Paul
9/98 pp.28--30; STB Reprints Vol 8, pp.180--183
program that automates the combination and correction of
coefficients and standard errors for multiply imputed data
in the logistic regression context

There is also a program by Gary King ("amelia") that does EM. Caution it can run for days! on large data sets. I turned it off once after 36 hours.



Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
Tel (316) 263-2125 Fax (316) 263-0761
fwolfe@arthritis-research.org


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