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Re: st: RE: RE: RE: Imputing values for categorical data


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: RE: Imputing values for categorical data
Date   Fri, 16 Apr 2004 09:35:28 -0500

At 10:08 AM 4/16/2004 -0400, Richard Goldstein wrote:
There is a problem with the indicator variable method for missing values. See Jones, MP, (1996) "Indicator and Stratification Methods for Missing Explanatory variables in Multiple Linear Regression," JASA, 91: 222-230.

Rich Goldstein
Also, in his Sage monograph, "Missing Data" (a great book I might add), Paul Allison presents a pretty devastating critique of the MD indicator method, saying that, while it is "remarkably simple and intuitively appealing", it unfortunately "generally produces biased estimates of the coefficients". He shows that listwise deletion is superior to this method.

Cohen and Cohen advocated the method in the 1975 edition of their book, "Applied multiple regression/correlation analysis for the behavioral sciences." In the 2003 edition, they pretty much abandoned it.

I taught and advocated this approach for years. I let my students have access to old exams, and I have to tell them that, every time I said to use this method, I was wrong!


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