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