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Re: st: RE: Removing the limit to 31 variables from stata -impute- ado


From   "Renzo Comolli" <renzo.comolli@yale.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: Removing the limit to 31 variables from stata -impute- ado
Date   Thu, 13 Nov 2003 13:09:34 -0500

I of course totally agree with Nick on the general principle.

But if you have something as simple as
xi: impute weekly_hours_of_work i.census_occupation_code, gen(imputed_whw) 
and if your data allow, then you want to use (at least) two digits census
occupation code, and that's 84 dummies. In this case, -impute- would
probably be extrely fast (if it weren't limited) because these are 84
dummies.
This is just a "FYI" thread. As far as I am concerned, I am all set.

Best,
Renzo


/* From   "Nick Cox" <n.j.cox@durham.ac.uk> */
To   <statalist@hsphsun2.harvard.edu> 
Subject   st: RE: Removing the limit to 31 variables from stata -impute- ado

Date   Thu, 13 Nov 2003 10:15:07 -0000 

[...]

* The performance as the number of predictors
increases. What happens not just to R-sq and
kin but to standard errors etc.? If you can't do
something worthwhile with 31 (carefully
chosen) predictors, it is difficult to believe
that 63 or 127 really would produce a much better
solution. (If they do, you chose the wrong 31.)

* The more general pluses and minuses for what
you are doing, including reproducibility,
avoidance of circular argument and even
avoidance of self-delusion.

Nick
n.j.cox@durham.ac.uk


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